+852.7%
WST vs USFR
+28.6%
+824.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +12.4% | +0.4% | +12.0% | +12.3% |
| 3M | +17.6% | +1.1% | +16.5% | +17.2% |
| 6M | +28.3% | +2.1% | +26.2% | +27.5% |
| YTD | +50.5% | +3.4% | +47.0% | +48.9% |
| 1Y | +49.4% | +4.1% | +45.3% | +47.5% |
| 3Y | +21.9% | +14.4% | +7.5% | +16.7% |
| 5Y | +0.4% | +21.4% | -21.1% | -5.9% |
| 10Y | +451.5% | +28.5% | +423.0% | +410.3% |
| All | +852.7% | +28.6% | +824.2% | +782.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling