+175.2%
SO vs WST
+441.1%
-265.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -1.3% |
| 7D | -1.5% | -3.1% | +1.6% | -1.0% |
| 30D | +8.1% | +9.1% | -1.0% | +6.7% |
| 3M | +0.2% | +14.7% | -14.5% | -1.8% |
| 6M | +0.4% | +28.0% | -27.6% | -3.4% |
| YTD | +8.5% | +45.6% | -37.2% | +2.1% |
| 1Y | +4.9% | +45.7% | -40.7% | -1.3% |
| 3Y | +47.9% | +21.1% | +26.8% | +37.0% |
| 5Y | +75.7% | +0.3% | +75.4% | +65.7% |
| All | +175.2% | +441.1% | -265.9% | +64.6% |
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