+168.1%
STT vs WST
+19.1%
+149.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -2.5% | -3.1% | +0.6% | -2.2% |
| 30D | -5.0% | +9.1% | -14.0% | -5.6% |
| 3M | -10.5% | +14.7% | -25.2% | -11.4% |
| 6M | +10.0% | +28.0% | -18.0% | +7.7% |
| YTD | +30.7% | +45.6% | -15.0% | +26.1% |
| 1Y | +43.8% | +45.7% | -1.9% | +38.7% |
| 3Y | +168.1% | +21.1% | +147.0% | +145.8% |
| All | +168.1% | +19.1% | +149.0% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling