+189.7%
SW vs WST
+464.6%
-274.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.6% | +4.0% |
| 7D | +12.1% | +1.3% | +10.8% | +11.9% |
| 30D | +6.6% | +8.5% | -1.9% | +5.5% |
| 3M | -6.0% | +17.2% | -23.2% | -7.8% |
| 6M | +21.5% | +36.3% | -14.8% | +16.7% |
| YTD | +20.3% | +48.9% | -28.6% | +14.0% |
| 1Y | +28.1% | +42.9% | -14.8% | +22.0% |
| 3Y | +51.6% | +23.1% | +28.5% | +41.9% |
| 5Y | -0.1% | -4.4% | +4.2% | -5.3% |
| 10Y | +189.7% | +461.3% | -271.6% | +120.5% |
| All | +189.7% | +464.6% | -274.9% | +120.5% |
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 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