-23.0%
Z vs WST
+36.6%
-59.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.4% | +9.0% | +9.4% |
| 7D | +10.2% | +1.3% | +8.9% | +9.9% |
| 30D | +23.7% | +8.5% | +15.2% | +22.0% |
| 3M | -6.6% | +17.2% | -23.8% | -9.2% |
| 6M | -23.0% | +36.3% | -59.3% | -26.9% |
| All | -23.0% | +36.6% | -59.7% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 6mo: compounded portfolio wealth divided by compounded WST 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…
6mo analysis · Full analysis span regression · 6 months rolling