+49.3%
SW vs WST
+16.9%
+32.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.1% |
| 7D | +4.7% | -5.8% | +10.5% | +5.3% |
| 30D | +5.0% | +5.3% | -0.3% | +4.5% |
| 3M | -7.3% | +11.8% | -19.1% | -8.3% |
| 6M | +15.0% | +26.7% | -11.7% | +12.1% |
| YTD | +18.5% | +43.0% | -24.5% | +13.8% |
| 1Y | +27.1% | +38.9% | -11.7% | +22.3% |
| All | +49.3% | +16.9% | +32.4% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling