-4.5%
STM vs WST
+1.5%
-6.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +1.4% | +1.1% | +0.4% | +1.3% |
| 30D | -8.4% | +12.4% | -20.7% | -11.0% |
| 3M | -15.8% | +17.6% | -33.4% | -19.3% |
| 6M | -22.8% | +28.3% | -51.1% | -27.9% |
| YTD | +79.4% | +50.5% | +28.9% | +60.3% |
| 1Y | +97.0% | +49.4% | +47.6% | +76.3% |
| 3Y | +14.2% | +21.9% | -7.7% | -0.9% |
| 5Y | -4.5% | +0.4% | -4.8% | -17.1% |
| All | -4.5% | +1.5% | -6.0% | -17.1% |
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