+200.4%
SE vs WST
-15.6%
+216.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -6.1% | +0.7% | -6.8% | -6.1% |
| 30D | -2.5% | -3.1% | +0.7% | -2.2% |
| 3M | +21.7% | +7.2% | +14.5% | +21.1% |
| 6M | +27.0% | +36.8% | -9.8% | +23.7% |
| YTD | -12.1% | +23.8% | -36.0% | -13.7% |
| 1Y | -40.9% | +37.8% | -78.7% | -42.6% |
| All | +200.4% | -15.6% | +216.1% | +255.4% |
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