-78.2%
SE vs WST
-0.5%
-77.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.5% | +4.9% | -6.3% | -3.1% |
| 30D | -22.3% | +10.7% | -33.0% | -25.0% |
| 3M | -41.8% | +16.8% | -58.7% | -44.9% |
| 6M | -22.4% | +32.0% | -54.4% | -29.8% |
| YTD | -41.6% | +49.9% | -91.5% | -50.2% |
| 1Y | -48.0% | +50.6% | -98.7% | -55.9% |
| 3Y | +63.9% | +21.4% | +42.4% | +28.6% |
| 5Y | -78.2% | -0.6% | -77.6% | -78.8% |
| All | -78.2% | -0.5% | -77.7% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling