+124.8%
SPOT vs WST
+1.6%
+123.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +1.0% | +1.4% | -0.3% | +0.7% |
| 30D | +14.6% | +12.7% | +1.8% | +11.2% |
| 3M | +18.4% | +17.2% | +1.3% | +13.8% |
| 6M | +45.1% | +26.7% | +18.4% | +36.3% |
| YTD | +4.4% | +50.3% | -45.9% | -6.6% |
| 1Y | -2.7% | +50.2% | -52.9% | -13.1% |
| 3Y | +254.6% | +21.7% | +232.8% | +209.9% |
| 5Y | +124.8% | +2.0% | +122.7% | +99.5% |
| All | +124.8% | +1.6% | +123.1% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling