-78.0%
SE vs WST
-0.1%
-77.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.5% |
| 7D | +2.0% | -3.1% | +5.1% | +3.1% |
| 30D | -20.0% | +9.1% | -29.1% | -22.4% |
| 3M | -31.8% | +14.7% | -46.5% | -35.0% |
| 6M | -15.9% | +28.0% | -43.9% | -23.3% |
| YTD | -40.6% | +45.6% | -86.3% | -48.9% |
| 1Y | -50.7% | +45.7% | -96.3% | -57.7% |
| 3Y | +70.3% | +21.1% | +49.2% | +31.5% |
| All | -78.0% | -0.1% | -77.8% | -78.6% |
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