+100.5%
SPYG vs WST
-15.5%
+116.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -1.6% | -4.6% | +3.1% | -1.2% |
| 3M | +3.4% | +5.7% | -2.3% | +2.8% |
| 6M | +18.9% | +37.6% | -18.7% | +15.4% |
| YTD | +13.8% | +23.0% | -9.2% | +11.4% |
| 1Y | +20.6% | +33.8% | -13.2% | +17.0% |
| 3Y | +100.5% | -13.4% | +113.9% | +101.7% |
| All | +100.5% | -15.5% | +116.0% | +101.7% |
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 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