+2,285.7%
STM vs WST
+7,837.9%
-5,552.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +5.8% | +0.7% | +5.1% | +5.4% |
| 30D | -1.0% | -3.1% | +2.1% | +0.4% |
| 3M | -33.3% | +7.2% | -40.5% | -35.6% |
| 6M | +57.4% | +36.8% | +20.5% | +35.6% |
| YTD | +102.2% | +23.8% | +78.3% | +81.6% |
| 1Y | +99.6% | +37.8% | +61.8% | +68.0% |
| 3Y | +14.5% | -15.9% | +30.4% | +5.8% |
| 5Y | +21.4% | -25.8% | +47.2% | +15.7% |
| 10Y | +695.0% | +319.6% | +375.4% | +194.1% |
| All | +2,285.7% | +7,837.9% | -5,552.1% | +75.9% |
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