+355.7%
SU vs WST
-24.9%
+380.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | +1.7% | +0.4% | +1.2% | +1.6% |
| 30D | +9.6% | -2.0% | +11.7% | +9.7% |
| 3M | +11.7% | +4.1% | +7.6% | +11.5% |
| 6M | +21.9% | +47.4% | -25.5% | +19.3% |
| YTD | +58.6% | +25.4% | +33.2% | +56.5% |
| 1Y | +66.5% | +35.3% | +31.2% | +63.4% |
| 3Y | +121.4% | -11.7% | +133.1% | +118.9% |
| 5Y | +355.7% | -24.0% | +379.7% | +308.5% |
| All | +355.7% | -24.9% | +380.7% | +308.5% |
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