+13.5%
SPY vs WST
+54.9%
-41.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +2.6% | +4.2% | -1.6% | +2.1% |
| 30D | -2.0% | +11.2% | -13.2% | -3.0% |
| 3M | -2.8% | +20.4% | -23.2% | -4.6% |
| 6M | +2.1% | +37.9% | -35.7% | -1.4% |
| YTD | +11.5% | +51.8% | -40.3% | +5.3% |
| 1Y | +13.5% | +56.6% | -43.2% | +6.6% |
| All | +13.5% | +54.9% | -41.5% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling