+410.2%
SPYG vs WST
+341.6%
+68.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.4% |
| 7D | -1.8% | +0.4% | -2.3% | -1.9% |
| 30D | -1.9% | -2.0% | +0.1% | -1.5% |
| 3M | +5.2% | +4.1% | +1.1% | +3.9% |
| 6M | +15.6% | +47.4% | -31.9% | +3.9% |
| YTD | +12.4% | +25.4% | -13.0% | +5.0% |
| 1Y | +17.5% | +35.3% | -17.8% | +7.0% |
| 3Y | +98.1% | -11.7% | +109.8% | +90.5% |
| 5Y | +84.9% | -24.0% | +108.9% | +82.5% |
| All | +410.2% | +341.6% | +68.6% | +172.5% |
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 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