+88.9%
SYY vs WST
+446.4%
-357.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | +4.7% | +1.4% | +3.4% | +4.6% |
| 30D | -0.7% | +12.7% | -13.4% | -2.2% |
| 3M | -6.8% | +17.2% | -23.9% | -8.7% |
| 6M | +8.6% | +26.7% | -18.0% | +5.2% |
| YTD | +8.4% | +50.3% | -41.9% | +2.4% |
| 1Y | +7.1% | +50.2% | -43.1% | +1.1% |
| 3Y | +25.2% | +21.7% | +3.5% | +16.9% |
| 5Y | +13.0% | +2.0% | +10.9% | +6.8% |
| 10Y | +88.9% | +451.1% | -362.2% | +13.3% |
| All | +88.9% | +446.4% | -357.5% | +13.3% |
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