+43.8%
STT vs WST
+42.2%
+1.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -2.5% | -3.1% | +0.6% | -2.0% |
| 30D | -5.0% | +9.1% | -14.0% | -5.9% |
| 3M | -10.5% | +14.7% | -25.2% | -12.0% |
| 6M | +10.0% | +28.0% | -18.0% | +5.4% |
| YTD | +30.7% | +45.6% | -15.0% | +21.7% |
| 1Y | +43.8% | +45.7% | -1.9% | +33.6% |
| All | +43.8% | +42.2% | +1.6% | +33.6% |
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