+304.8%
SPY vs WST
+446.4%
-141.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -0.6% | +1.4% | -2.0% | -0.9% |
| 30D | -3.7% | +12.7% | -16.4% | -6.2% |
| 3M | -2.7% | +17.2% | -19.9% | -6.1% |
| 6M | +2.2% | +26.7% | -24.5% | -3.3% |
| YTD | +10.8% | +50.3% | -39.5% | +0.4% |
| 1Y | +11.2% | +50.2% | -39.0% | +0.7% |
| 3Y | +76.5% | +21.7% | +54.8% | +56.8% |
| 5Y | +72.9% | +2.0% | +70.9% | +58.2% |
| 10Y | +304.8% | +451.1% | -146.3% | +109.8% |
| All | +304.8% | +446.4% | -141.6% | +109.8% |
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