+61,246.2%
SU vs WST
+12,330.1%
+48,916.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +3.6% | +0.7% | +2.8% | +3.4% |
| 30D | +7.9% | -3.1% | +11.0% | +8.7% |
| 3M | +3.5% | +7.2% | -3.7% | +1.4% |
| 6M | +19.0% | +36.8% | -17.9% | +8.7% |
| YTD | +55.0% | +23.8% | +31.1% | +44.8% |
| 1Y | +71.2% | +37.8% | +33.4% | +54.6% |
| 3Y | +117.4% | -15.9% | +133.3% | +108.1% |
| 5Y | +335.2% | -25.8% | +361.0% | +315.9% |
| 10Y | +248.7% | +319.6% | -70.9% | +69.7% |
| All | +61,246.2% | +12,330.1% | +48,916.1% | +8,705.7% |
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