+13.5%
STM vs WST
+20.8%
-7.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.3% | +3.4% | +6.3% |
| 7D | -5.6% | +1.3% | -6.9% | -5.7% |
| 30D | -14.4% | +12.9% | -27.3% | -15.7% |
| 3M | -20.5% | +16.7% | -37.1% | -22.0% |
| 6M | -24.5% | +26.8% | -51.3% | -26.9% |
| YTD | +72.7% | +50.5% | +22.2% | +63.0% |
| 1Y | +91.0% | +52.9% | +38.1% | +80.1% |
| 3Y | +13.5% | +23.9% | -10.4% | -1.5% |
| All | +13.5% | +20.8% | -7.3% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling