-64.8%
SPCH vs WST
+21.2%
-86.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +1.9% | +15.0% | +14.9% |
| 7D | -3.0% | -3.1% | +0.1% | +0.2% |
| 30D | -39.8% | +9.1% | -48.9% | -42.7% |
| 3M | +16.8% | +14.7% | +2.1% | +7.4% |
| All | -64.8% | +21.2% | -86.0% | -69.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling