-48.1%
SMR vs WST
+7.5%
-55.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -2.8% | +1.4% | -4.2% | -2.9% |
| 30D | -27.5% | +12.7% | -40.2% | -29.7% |
| 3M | -43.1% | +17.2% | -60.3% | -45.5% |
| 6M | -58.4% | +26.7% | -85.1% | -61.0% |
| YTD | -63.2% | +50.3% | -113.5% | -67.4% |
| 1Y | -81.6% | +50.2% | -131.9% | -83.7% |
| 3Y | +149.8% | +21.7% | +128.0% | +121.8% |
| All | -48.1% | +7.5% | -55.6% | -55.1% |
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