+60.7%
SE vs WST
+23.3%
+37.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.7% | -3.7% |
| 7D | -7.7% | +1.1% | -8.8% | -7.8% |
| 30D | -22.8% | +12.4% | -35.2% | -23.2% |
| 3M | -43.7% | +17.6% | -61.3% | -44.1% |
| 6M | -12.8% | +28.3% | -41.1% | -13.8% |
| YTD | -42.0% | +50.5% | -92.5% | -43.2% |
| 1Y | -48.0% | +49.4% | -97.4% | -49.0% |
| All | +60.7% | +23.3% | +37.5% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling