-49.5%
SMR vs WST
+4.2%
-53.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +1.9% | +14.4% | +15.7% |
| 7D | -9.6% | -3.1% | -6.5% | -8.6% |
| 30D | -33.8% | +9.1% | -42.9% | -35.2% |
| 3M | -46.4% | +14.7% | -61.0% | -48.3% |
| 6M | -62.4% | +28.0% | -90.4% | -64.9% |
| YTD | -64.1% | +45.6% | -109.8% | -68.0% |
| 1Y | -84.3% | +45.7% | -130.0% | -86.0% |
| 3Y | +55.8% | +21.1% | +34.7% | +39.2% |
| All | -49.5% | +4.2% | -53.7% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling