-60.5%
SPCH vs WST
+25.3%
-85.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.3% | +8.6% | +8.1% |
| 7D | +6.2% | +1.3% | +4.9% | +5.2% |
| 30D | -28.1% | +12.9% | -41.0% | -34.0% |
| 3M | -0.5% | +16.7% | -17.2% | -10.4% |
| All | -60.5% | +25.3% | -85.8% | -66.8% |
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 · Available span rolling