+809.6%
SPYM vs WST
+3,781.1%
-2,971.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -1.0% | +1.5% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | -3.3% | +12.9% | -16.2% | -6.4% |
| 3M | -2.4% | +16.7% | -19.1% | -6.4% |
| 6M | +2.6% | +26.8% | -24.2% | -4.1% |
| YTD | +11.3% | +50.5% | -39.2% | -1.4% |
| 1Y | +13.5% | +52.9% | -39.4% | 0.0% |
| 3Y | +80.3% | +23.9% | +56.4% | +55.3% |
| 5Y | +72.7% | +1.0% | +71.7% | +54.4% |
| 10Y | +312.2% | +451.4% | -139.2% | +100.2% |
| All | +809.6% | +3,781.1% | -2,971.6% | +149.9% |
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