+204.8%
STT vs WST
-15.6%
+220.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +0.5% | +0.7% | -0.3% | +0.4% |
| 30D | +3.9% | -3.1% | +7.0% | +4.1% |
| 3M | +20.0% | +7.2% | +12.7% | +19.1% |
| 6M | +55.3% | +36.8% | +18.5% | +50.5% |
| YTD | +53.3% | +23.8% | +29.5% | +49.7% |
| 1Y | +74.7% | +37.8% | +36.9% | +69.0% |
| All | +204.8% | -15.6% | +220.5% | +195.8% |
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