+147.8%
SW vs WST
+321.8%
-174.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -5.1% | +0.7% | -5.8% | -5.2% |
| 30D | -4.6% | -3.1% | -1.4% | -4.2% |
| 3M | +9.4% | +7.2% | +2.2% | +8.2% |
| 6M | +3.5% | +36.8% | -33.3% | -0.8% |
| YTD | +22.0% | +23.8% | -1.8% | +18.3% |
| 1Y | +2.2% | +37.8% | -35.6% | -2.2% |
| 3Y | +19.6% | -15.9% | +35.5% | +17.8% |
| 5Y | -2.3% | -25.8% | +23.5% | -4.4% |
| All | +147.8% | +321.8% | -174.0% | +90.8% |
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