+154.5%
SO vs WST
+322.7%
-168.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | -4.6% | -3.1% | -1.4% | -4.2% |
| 3M | -3.0% | +7.2% | -10.2% | -4.1% |
| 6M | -8.3% | +36.8% | -45.1% | -12.6% |
| YTD | +3.5% | +23.8% | -20.3% | -0.1% |
| 1Y | -0.9% | +37.8% | -38.7% | -6.3% |
| 3Y | +45.4% | -15.9% | +61.2% | +44.4% |
| 5Y | +59.6% | -25.8% | +85.4% | +60.1% |
| All | +154.5% | +322.7% | -168.1% | +64.1% |
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