+2,956.9%
SPY vs WST
+11,375.3%
-8,418.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.2% |
| 7D | -2.7% | -3.1% | +0.4% | -1.8% |
| 30D | -5.4% | +9.1% | -14.5% | -7.6% |
| 3M | -4.1% | +14.7% | -18.8% | -7.7% |
| 6M | +0.7% | +28.0% | -27.3% | -6.3% |
| YTD | +8.7% | +45.6% | -37.0% | -3.2% |
| 1Y | +10.9% | +45.7% | -34.8% | -1.3% |
| 3Y | +75.0% | +21.1% | +53.9% | +51.1% |
| 5Y | +67.8% | +0.3% | +67.5% | +49.4% |
| 10Y | +312.9% | +449.0% | -136.2% | +106.8% |
| All | +2,956.9% | +11,375.3% | -8,418.4% | +607.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling