+238.8%
SU vs WST
+456.5%
-217.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | +1.7% | +4.2% | -2.5% | +1.3% |
| 30D | -7.9% | +11.2% | -19.1% | -8.8% |
| 3M | +7.5% | +20.4% | -12.8% | +5.7% |
| 6M | +7.2% | +37.9% | -30.7% | +3.9% |
| YTD | +60.9% | +51.8% | +9.1% | +54.1% |
| 1Y | +63.6% | +56.6% | +7.0% | +56.2% |
| 3Y | +128.9% | +24.2% | +104.7% | +116.3% |
| 5Y | +228.3% | +0.7% | +227.6% | +212.2% |
| All | +238.8% | +456.5% | -217.7% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling