-68.1%
SE vs WST
-25.7%
-42.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -6.1% | +0.7% | -6.8% | -6.3% |
| 30D | -2.5% | -3.1% | +0.7% | -1.4% |
| 3M | +21.7% | +7.2% | +14.5% | +18.5% |
| 6M | +27.0% | +36.8% | -9.8% | +12.0% |
| YTD | -12.1% | +23.8% | -36.0% | -20.0% |
| 1Y | -40.9% | +37.8% | -78.7% | -48.9% |
| 3Y | +191.0% | -15.9% | +206.9% | +187.4% |
| All | -68.1% | -25.7% | -42.4% | -66.0% |
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