+154.5%
STT vs WST
-25.7%
+180.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +0.5% | +0.7% | -0.3% | +0.4% |
| 30D | +3.9% | -3.1% | +7.0% | +4.4% |
| 3M | +20.0% | +7.2% | +12.7% | +18.3% |
| 6M | +55.3% | +36.8% | +18.5% | +46.3% |
| YTD | +53.3% | +23.8% | +29.5% | +46.9% |
| 1Y | +74.7% | +37.8% | +36.9% | +63.8% |
| 3Y | +205.8% | -15.9% | +221.7% | +202.9% |
| All | +154.5% | -25.7% | +180.2% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling