+399.8%
SPYG vs WST
+452.5%
-52.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.5% | +1.0% | -2.5% | -1.7% |
| 30D | -7.2% | +12.3% | -19.5% | -9.9% |
| 3M | -4.6% | +17.5% | -22.1% | -8.5% |
| 6M | -1.2% | +28.2% | -29.4% | -7.6% |
| YTD | +9.3% | +50.4% | -41.1% | -2.6% |
| 1Y | +8.8% | +49.3% | -40.4% | -2.9% |
| 3Y | +93.3% | +21.8% | +71.5% | +68.3% |
| 5Y | +71.7% | +0.3% | +71.4% | +56.3% |
| 10Y | +399.8% | +451.2% | -51.4% | +143.3% |
| All | +399.8% | +452.5% | -52.7% | +143.3% |
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