-45.9%
SMR vs WST
+7.6%
-53.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.3% | +3.8% | +6.1% |
| 7D | +1.7% | +1.3% | +0.4% | +1.6% |
| 30D | -24.4% | +12.9% | -37.3% | -26.7% |
| 3M | -44.6% | +16.7% | -61.3% | -46.9% |
| 6M | -56.7% | +26.8% | -83.5% | -59.4% |
| YTD | -61.6% | +50.5% | -112.1% | -66.0% |
| 1Y | -82.1% | +52.9% | -135.0% | -84.2% |
| 3Y | +161.5% | +23.9% | +137.6% | +131.2% |
| All | -45.9% | +7.6% | -53.6% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling