+313.8%
SPY vs WST
+324.6%
-10.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +0.1% | -3.1% | +3.2% | +0.7% |
| 3M | +2.0% | +7.2% | -5.2% | +0.2% |
| 6M | +13.0% | +36.8% | -23.8% | +4.8% |
| YTD | +13.5% | +23.8% | -10.3% | +7.4% |
| 1Y | +20.0% | +37.8% | -17.8% | +10.2% |
| 3Y | +77.2% | -15.9% | +93.1% | +74.0% |
| 5Y | +81.9% | -25.8% | +107.7% | +80.8% |
| All | +313.8% | +324.6% | -10.8% | +130.1% |
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