+88.9%
SMR vs WST
-15.5%
+104.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.7% | +15.9% | +15.5% |
| 7D | +21.4% | -0.3% | +21.7% | +21.5% |
| 30D | +13.8% | -4.6% | +18.5% | +15.5% |
| 3M | +3.9% | +5.7% | -1.8% | +1.9% |
| 6M | -4.2% | +37.6% | -41.8% | -14.4% |
| YTD | -21.1% | +23.0% | -44.1% | -27.1% |
| 1Y | -67.1% | +33.8% | -100.9% | -70.5% |
| 3Y | +88.9% | -13.4% | +102.2% | +101.9% |
| All | +88.9% | -15.5% | +104.4% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling