-13.6%
SKDD vs WST
+14.2%
-27.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.4% | +9.9% | +10.5% |
| 7D | +28.7% | +1.3% | +27.4% | +28.8% |
| 30D | +54.1% | +8.5% | +45.6% | +55.2% |
| 3M | -22.7% | +17.2% | -39.9% | -22.4% |
| All | -13.6% | +14.2% | -27.8% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling