+448.1%
SN vs WST
+13.7%
+434.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +7.6% | +1.4% | +6.2% | +7.4% |
| 30D | +22.4% | +12.7% | +9.7% | +21.1% |
| 3M | +21.7% | +17.2% | +4.5% | +19.8% |
| 6M | +102.8% | +26.7% | +76.2% | +98.1% |
| YTD | +102.4% | +50.3% | +52.1% | +94.3% |
| 1Y | +139.0% | +50.2% | +88.7% | +129.3% |
| 3Y | +440.4% | +21.7% | +418.7% | +408.3% |
| All | +448.1% | +13.7% | +434.3% | +418.5% |
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