+684.0%
WST vs USFR
+27.5%
+656.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | -3.1% | +0.3% | -3.4% | -3.2% |
| 3M | +7.2% | +1.0% | +6.2% | +6.9% |
| 6M | +36.8% | +1.9% | +34.9% | +36.0% |
| YTD | +23.8% | +2.6% | +21.2% | +22.8% |
| 1Y | +37.8% | +4.0% | +33.8% | +36.0% |
| 3Y | -15.9% | +14.1% | -30.0% | -19.4% |
| 5Y | -25.8% | +20.4% | -46.2% | -30.3% |
| 10Y | +319.6% | +28.0% | +291.6% | +289.0% |
| All | +684.0% | +27.5% | +656.5% | +627.9% |
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