+755.0%
SW vs WST
+1,538.9%
-783.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.5% |
| 6M | +3.5% | +36.8% | -33.3% | +0.2% |
| YTD | +22.0% | +23.8% | -1.8% | +19.2% |
| 1Y | +2.2% | +37.8% | -35.6% | -1.2% |
| 3Y | +19.6% | -15.9% | +35.5% | +18.0% |
| 5Y | -2.3% | -25.8% | +23.5% | -4.3% |
| 10Y | +181.4% | +319.6% | -138.2% | +145.0% |
| All | +755.0% | +1,538.9% | -783.9% | +600.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling