+9.2%
Z vs WST
+581.2%
-572.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.0% | -6.7% | -9.2% |
| 7D | -2.3% | -5.8% | +3.5% | 0.0% |
| 30D | +9.4% | +5.3% | +4.0% | +7.5% |
| 3M | -16.1% | +11.8% | -27.9% | -19.5% |
| 6M | -30.4% | +26.7% | -57.1% | -36.4% |
| YTD | -55.6% | +43.0% | -98.6% | -61.6% |
| 1Y | -58.5% | +38.9% | -97.4% | -63.8% |
| 3Y | -19.6% | +18.2% | -37.8% | -33.2% |
| 5Y | -54.1% | -1.5% | -52.6% | -59.5% |
| 10Y | -12.1% | +439.0% | -451.0% | -63.8% |
| All | +9.2% | +581.2% | -572.0% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling