+589.4%
SE vs WST
+277.2%
+312.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -6.1% | +0.7% | -6.8% | -6.4% |
| 30D | -2.5% | -3.1% | +0.7% | -1.2% |
| 3M | +21.7% | +7.2% | +14.5% | +17.7% |
| 6M | +27.0% | +36.8% | -9.8% | +8.9% |
| YTD | -12.1% | +23.8% | -36.0% | -21.8% |
| 1Y | -40.9% | +37.8% | -78.7% | -50.5% |
| 3Y | +191.0% | -15.9% | +206.9% | +174.2% |
| 5Y | -68.3% | -25.8% | -42.5% | -68.4% |
| All | +589.4% | +277.2% | +312.1% | +199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling