+7,325.6%
STT vs WST
+12,330.1%
-5,004.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +0.5% | +0.7% | -0.3% | +0.2% |
| 30D | +3.9% | -3.1% | +7.0% | +4.9% |
| 3M | +20.0% | +7.2% | +12.7% | +16.6% |
| 6M | +55.3% | +36.8% | +18.5% | +37.6% |
| YTD | +53.3% | +23.8% | +29.5% | +40.5% |
| 1Y | +74.7% | +37.8% | +36.9% | +53.0% |
| 3Y | +205.8% | -15.9% | +221.7% | +189.3% |
| 5Y | +145.0% | -25.8% | +170.8% | +134.3% |
| 10Y | +266.0% | +319.6% | -53.6% | +59.1% |
| All | +7,325.6% | +12,330.1% | -5,004.5% | +1,026.0% |
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