+75.0%
SPY vs WST
+19.1%
+55.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | -2.7% | -3.1% | +0.4% | -2.5% |
| 30D | -5.4% | +9.1% | -14.5% | -6.0% |
| 3M | -4.1% | +14.7% | -18.8% | -5.1% |
| 6M | +0.7% | +28.0% | -27.3% | -1.2% |
| YTD | +8.7% | +45.6% | -37.0% | +5.2% |
| 1Y | +10.9% | +45.7% | -34.8% | +7.3% |
| 3Y | +75.0% | +21.1% | +53.9% | +62.2% |
| All | +75.0% | +19.1% | +55.9% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling