+254.8%
SPOT vs WST
+306.6%
-51.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.4% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | +8.3% | -4.6% | +12.9% | +9.7% |
| 3M | +5.1% | +5.7% | -0.6% | +3.0% |
| 6M | -6.5% | +37.6% | -44.0% | -15.4% |
| YTD | -9.0% | +23.0% | -32.0% | -15.3% |
| 1Y | -26.4% | +33.8% | -60.2% | -33.8% |
| 3Y | +240.0% | -13.4% | +253.4% | +228.9% |
| 5Y | +111.7% | -27.0% | +138.7% | +110.6% |
| All | +254.8% | +306.6% | -51.8% | +77.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling