+54.1%
SO vs WST
+24.3%
+29.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.2% |
| 7D | +1.4% | +4.2% | -2.9% | +1.2% |
| 30D | +4.7% | +11.2% | -6.5% | +4.3% |
| 3M | +1.7% | +20.4% | -18.7% | +1.1% |
| 6M | +2.2% | +37.9% | -35.7% | +1.1% |
| YTD | +10.0% | +51.8% | -41.8% | +8.4% |
| 1Y | +6.0% | +56.6% | -50.6% | +4.4% |
| 3Y | +54.1% | +24.2% | +29.9% | +48.9% |
| All | +54.1% | +24.3% | +29.8% | +48.9% |
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