+450.0%
SN vs WST
+24.3%
+425.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.7% |
| 7D | +1.5% | +4.2% | -2.7% | +1.1% |
| 30D | +21.5% | +11.2% | +10.3% | +20.1% |
| 3M | +20.0% | +20.4% | -0.3% | +17.6% |
| 6M | +119.9% | +37.9% | +82.0% | +112.5% |
| YTD | +102.3% | +51.8% | +50.5% | +93.0% |
| 1Y | +148.0% | +56.6% | +91.4% | +135.9% |
| 3Y | +450.0% | +24.2% | +425.8% | +390.0% |
| All | +450.0% | +24.3% | +425.7% | +390.0% |
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 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