+72.6%
SPY vs WST
+1.0%
+71.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +2.6% | +4.2% | -1.6% | +1.9% |
| 30D | -2.0% | +11.2% | -13.2% | -3.6% |
| 3M | -2.8% | +20.4% | -23.2% | -5.6% |
| 6M | +2.1% | +37.9% | -35.7% | -3.1% |
| YTD | +11.5% | +51.8% | -40.3% | +3.7% |
| 1Y | +13.5% | +56.6% | -43.2% | +4.9% |
| 3Y | +77.7% | +24.2% | +53.5% | +61.9% |
| All | +72.6% | +1.0% | +71.6% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling