+59.0%
SPG vs WST
+322.7%
-263.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | -6.8% | -3.1% | -3.7% | -6.5% |
| 3M | +2.7% | +7.2% | -4.5% | +1.6% |
| 6M | +5.5% | +36.8% | -31.4% | +0.8% |
| YTD | +15.7% | +23.8% | -8.1% | +11.9% |
| 1Y | +20.9% | +37.8% | -16.9% | +14.9% |
| 3Y | +112.4% | -15.9% | +128.3% | +109.6% |
| 5Y | +101.4% | -25.8% | +127.2% | +95.1% |
| All | +59.0% | +322.7% | -263.7% | +12.2% |
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