+82.3%
SPYM vs WST
-25.8%
+108.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +0.6% | -0.3% | +0.8% | +0.6% |
| 30D | -0.9% | -4.6% | +3.7% | -0.2% |
| 3M | +3.9% | +5.7% | -1.8% | +2.9% |
| 6M | +14.5% | +37.6% | -23.0% | +8.4% |
| YTD | +13.0% | +23.0% | -10.0% | +8.7% |
| 1Y | +19.4% | +33.8% | -14.4% | +13.0% |
| 3Y | +78.9% | -13.4% | +92.2% | +76.5% |
| 5Y | +82.3% | -27.0% | +109.3% | +80.7% |
| All | +82.3% | -25.8% | +108.1% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling