+19.6%
SW vs WST
-15.6%
+35.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | -5.1% | +0.7% | -5.8% | -5.2% |
| 30D | -4.6% | -3.1% | -1.4% | -4.3% |
| 3M | +9.4% | +7.2% | +2.2% | +8.4% |
| 6M | +3.5% | +36.8% | -33.3% | -0.2% |
| YTD | +22.0% | +23.8% | -1.8% | +18.6% |
| 1Y | +2.2% | +37.8% | -35.6% | -1.5% |
| All | +19.6% | -15.6% | +35.2% | +31.1% |
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