+319.5%
SN vs WST
-6.3%
+325.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -9.3% | +0.7% | -10.1% | -9.4% |
| 30D | -4.8% | -3.1% | -1.6% | -4.5% |
| 3M | +40.4% | +7.2% | +33.2% | +39.5% |
| 6M | +50.9% | +36.8% | +14.1% | +46.7% |
| YTD | +54.9% | +23.8% | +31.1% | +51.5% |
| 1Y | +43.0% | +37.8% | +5.3% | +39.0% |
| 3Y | +391.8% | -15.9% | +407.7% | +342.5% |
| All | +319.5% | -6.3% | +325.8% | +304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling