+197.6%
STT vs WST
+446.4%
-248.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +1.1% | +1.4% | -0.2% | +0.9% |
| 30D | -1.9% | +12.7% | -14.6% | -4.4% |
| 3M | -7.6% | +17.2% | -24.7% | -10.8% |
| 6M | +16.0% | +26.7% | -10.7% | +9.8% |
| YTD | +36.2% | +50.3% | -14.1% | +23.5% |
| 1Y | +46.8% | +50.2% | -3.4% | +33.0% |
| 3Y | +177.8% | +21.7% | +156.1% | +146.6% |
| 5Y | +105.8% | +2.0% | +103.8% | +85.6% |
| 10Y | +197.6% | +451.1% | -253.5% | +45.9% |
| All | +197.6% | +446.4% | -248.8% | +45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling