+21.0%
STM vs WST
-25.7%
+46.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +5.8% | +0.7% | +5.1% | +5.6% |
| 30D | -1.0% | -3.1% | +2.1% | -0.2% |
| 3M | -33.3% | +7.2% | -40.5% | -34.6% |
| 6M | +57.4% | +36.8% | +20.5% | +44.5% |
| YTD | +102.2% | +23.8% | +78.3% | +90.0% |
| 1Y | +99.6% | +37.8% | +61.8% | +80.9% |
| 3Y | +14.5% | -15.9% | +30.4% | +14.3% |
| All | +21.0% | -25.7% | +46.6% | +17.0% |
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