-42.8%
SKDD vs WST
-5.9%
-36.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -0.2% | -14.4% | -14.8% |
| 7D | -34.2% | -1.7% | -32.5% | -35.2% |
| 30D | -60.0% | -4.3% | -55.7% | -61.7% |
| All | -42.8% | -5.9% | -36.9% | -45.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling