+6,228.6%
STT vs WST
+14,518.0%
-8,289.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.4% |
| 7D | -2.5% | -3.1% | +0.6% | -1.4% |
| 30D | -5.0% | +9.1% | -14.0% | -7.7% |
| 3M | -10.5% | +14.7% | -25.2% | -14.8% |
| 6M | +10.0% | +28.0% | -18.0% | +0.3% |
| YTD | +30.7% | +45.6% | -15.0% | +13.1% |
| 1Y | +43.8% | +45.7% | -1.9% | +24.2% |
| 3Y | +168.1% | +21.1% | +147.0% | +121.5% |
| 5Y | +101.4% | +0.3% | +101.1% | +72.4% |
| 10Y | +211.3% | +449.0% | -237.7% | +22.6% |
| All | +6,228.6% | +14,518.0% | -8,289.4% | +806.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling