+564.9%
SPYG vs WST
+7,918.4%
-7,353.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +0.4% | +0.7% | -0.4% | +0.1% |
| 30D | -0.4% | -3.1% | +2.7% | +0.5% |
| 3M | +0.5% | +7.2% | -6.7% | -1.8% |
| 6M | +17.5% | +36.8% | -19.4% | +5.8% |
| YTD | +14.3% | +23.8% | -9.5% | +5.8% |
| 1Y | +21.7% | +37.8% | -16.1% | +8.2% |
| 3Y | +98.6% | -15.9% | +114.5% | +90.2% |
| 5Y | +85.1% | -25.8% | +110.9% | +80.0% |
| 10Y | +412.0% | +319.6% | +92.4% | +159.9% |
| All | +564.9% | +7,918.4% | -7,353.5% | +20.7% |
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