+1,808.6%
STM vs WST
+9,235.1%
-7,426.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.6% | +3.6% |
| 7D | -10.7% | -3.1% | -7.6% | -9.3% |
| 30D | -25.7% | +9.1% | -34.8% | -28.5% |
| 3M | -21.6% | +14.7% | -36.3% | -26.3% |
| 6M | -27.8% | +28.0% | -55.8% | -35.9% |
| YTD | +61.8% | +45.6% | +16.1% | +35.0% |
| 1Y | +78.1% | +45.7% | +32.4% | +48.5% |
| 3Y | +4.9% | +21.1% | -16.2% | -18.8% |
| 5Y | -14.3% | +0.3% | -14.6% | -29.3% |
| 10Y | +414.1% | +449.0% | -35.0% | +67.5% |
| All | +1,808.6% | +9,235.1% | -7,426.4% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling