+191.6%
STT vs WST
+448.5%
-256.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | -2.5% | -3.1% | +0.6% | -1.8% |
| 30D | -5.0% | +9.1% | -14.0% | -6.7% |
| 3M | -10.0% | +14.7% | -24.7% | -12.7% |
| 6M | +10.6% | +28.0% | -17.4% | +4.4% |
| YTD | +31.4% | +45.6% | -14.3% | +19.9% |
| 1Y | +44.5% | +45.7% | -1.1% | +31.8% |
| 3Y | +169.5% | +21.1% | +148.4% | +138.6% |
| 5Y | +102.5% | +0.3% | +102.1% | +82.9% |
| All | +191.6% | +448.5% | -256.9% | +44.8% |
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 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