+392.6%
STM vs WST
+441.1%
-48.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.6% | +3.7% |
| 7D | -10.7% | -3.1% | -7.6% | -9.6% |
| 30D | -25.7% | +9.1% | -34.8% | -27.9% |
| 3M | -21.6% | +14.7% | -36.3% | -25.4% |
| 6M | -27.8% | +28.0% | -55.8% | -34.3% |
| YTD | +61.8% | +45.6% | +16.1% | +40.0% |
| 1Y | +78.1% | +45.7% | +32.4% | +54.1% |
| 3Y | +4.9% | +21.1% | -16.2% | -14.5% |
| 5Y | -14.3% | +0.3% | -14.6% | -25.6% |
| All | +392.6% | +441.1% | -48.5% | +80.4% |
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