+461.8%
STM vs WST
+449.7%
+12.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +16.3% | +4.9% | +11.4% | +14.4% |
| 30D | -6.3% | +10.7% | -17.0% | -9.5% |
| 3M | -14.1% | +16.8% | -30.9% | -18.8% |
| 6M | -19.6% | +32.0% | -51.5% | -27.6% |
| YTD | +80.1% | +49.9% | +30.2% | +54.4% |
| 1Y | +95.4% | +50.6% | +44.7% | +67.1% |
| 3Y | +14.7% | +21.4% | -6.7% | -6.0% |
| 5Y | -5.4% | -0.6% | -4.8% | -17.0% |
| All | +461.8% | +449.7% | +12.1% | +104.7% |
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 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