+103.4%
STT vs WST
-0.3%
+103.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +5.1% | +4.9% | +0.3% | +4.3% |
| 30D | -0.2% | +10.7% | -10.9% | -1.9% |
| 3M | -8.1% | +16.8% | -25.0% | -10.5% |
| 6M | +16.6% | +32.0% | -15.3% | +11.0% |
| YTD | +37.8% | +49.9% | -12.1% | +27.8% |
| 1Y | +46.8% | +50.6% | -3.8% | +35.9% |
| 3Y | +181.2% | +21.4% | +159.7% | +154.9% |
| All | +103.4% | -0.3% | +103.7% | +76.5% |
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