+398.8%
SN vs WST
+19.1%
+379.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.5% |
| 7D | +7.2% | -3.1% | +10.3% | +7.5% |
| 30D | +20.4% | +9.1% | +11.3% | +19.3% |
| 3M | +23.9% | +14.7% | +9.2% | +22.2% |
| 6M | +93.0% | +28.0% | +65.0% | +88.2% |
| YTD | +99.2% | +45.6% | +53.6% | +91.3% |
| 1Y | +142.6% | +45.7% | +96.9% | +132.8% |
| 3Y | +398.8% | +21.1% | +377.7% | +367.8% |
| All | +398.8% | +19.1% | +379.7% | +367.8% |
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