+264.0%
SPOT vs WST
+309.3%
-45.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | -0.9% | +0.7% | -1.7% | -1.1% |
| 30D | +12.5% | -3.1% | +15.6% | +13.5% |
| 3M | +9.9% | +7.2% | +2.7% | +7.3% |
| 6M | +1.6% | +36.8% | -35.3% | -8.1% |
| YTD | -6.6% | +23.8% | -30.4% | -13.2% |
| 1Y | -22.9% | +37.8% | -60.7% | -31.3% |
| 3Y | +244.3% | -15.9% | +260.2% | +238.2% |
| 5Y | +117.8% | -25.8% | +143.6% | +115.4% |
| All | +264.0% | +309.3% | -45.2% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling