+432.7%
SN vs WST
+13.4%
+419.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | +1.4% | +4.9% | -3.5% | +0.9% |
| 30D | +16.6% | +10.7% | +5.9% | +15.5% |
| 3M | +18.3% | +16.8% | +1.4% | +16.5% |
| 6M | +103.1% | +32.0% | +71.1% | +97.7% |
| YTD | +96.7% | +49.9% | +46.8% | +88.9% |
| 1Y | +134.3% | +50.6% | +83.7% | +124.8% |
| 3Y | +425.2% | +21.4% | +403.8% | +394.1% |
| All | +432.7% | +13.4% | +419.2% | +404.0% |
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