+322.9%
SPYM vs WST
+325.7%
-2.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -0.4% | -1.7% | +1.3% | 0.0% |
| 30D | -1.4% | -4.3% | +2.9% | -0.4% |
| 3M | +3.7% | +0.7% | +3.0% | +3.4% |
| 6M | +13.0% | +36.0% | -23.0% | +4.9% |
| YTD | +12.5% | +22.7% | -10.3% | +6.5% |
| 1Y | +18.6% | +34.1% | -15.5% | +9.6% |
| 3Y | +78.0% | -13.6% | +91.6% | +73.1% |
| 5Y | +82.3% | -26.0% | +108.3% | +81.4% |
| 10Y | +322.9% | +335.8% | -12.9% | +131.5% |
| All | +322.9% | +325.7% | -2.8% | +131.5% |
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