-85.6%
SMR vs WST
+47.3%
-132.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.6% |
| 7D | -9.5% | +1.3% | -10.8% | -9.9% |
| 30D | -33.2% | +8.5% | -41.7% | -35.2% |
| 3M | -45.9% | +17.2% | -63.2% | -49.2% |
| 6M | -57.9% | +36.3% | -94.1% | -62.7% |
| YTD | -63.8% | +48.9% | -112.7% | -70.6% |
| 1Y | -85.6% | +42.9% | -128.5% | -87.9% |
| All | -85.6% | +47.3% | -132.9% | -87.9% |
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 · 6 months rolling