+144.2%
SMR vs WST
+16.9%
+127.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +1.9% | +14.4% | +15.7% |
| 7D | -9.6% | -3.1% | -6.5% | -8.5% |
| 30D | -33.8% | +9.1% | -42.9% | -35.2% |
| 3M | -46.4% | +14.7% | -61.0% | -48.4% |
| 6M | -62.4% | +28.0% | -90.4% | -65.0% |
| YTD | -64.1% | +45.6% | -109.8% | -68.2% |
| 1Y | -84.3% | +45.7% | -130.0% | -86.1% |
| All | +144.2% | +16.9% | +127.3% | +89.7% |
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