+52.0%
STT vs WST
+47.3%
+4.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +2.1% |
| 7D | -0.1% | +1.3% | -1.3% | -0.2% |
| 30D | -1.7% | +8.5% | -10.2% | -2.7% |
| 3M | -6.4% | +17.2% | -23.6% | -8.3% |
| 6M | +17.7% | +36.3% | -18.6% | +11.4% |
| YTD | +36.9% | +48.9% | -12.0% | +27.1% |
| 1Y | +52.0% | +42.9% | +9.1% | +41.9% |
| All | +52.0% | +47.3% | +4.7% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling