+2.2%
SW vs WST
+37.6%
-35.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -5.1% | +0.7% | -5.8% | -5.3% |
| 30D | -4.6% | -3.1% | -1.4% | -3.9% |
| 3M | +9.4% | +7.2% | +2.2% | +6.2% |
| 6M | +3.5% | +36.8% | -33.3% | -7.7% |
| YTD | +22.0% | +23.8% | -1.8% | +11.5% |
| 1Y | +2.2% | +37.8% | -35.6% | -11.0% |
| All | +2.2% | +37.6% | -35.4% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling