+86.7%
SYY vs WST
+456.5%
-369.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | +0.3% | +4.2% | -3.9% | -0.2% |
| 30D | -4.8% | +11.2% | -16.0% | -6.1% |
| 3M | -7.1% | +20.4% | -27.4% | -9.3% |
| 6M | +6.8% | +37.9% | -31.1% | +2.3% |
| YTD | +7.7% | +51.8% | -44.1% | +1.5% |
| 1Y | +5.7% | +56.6% | -50.9% | -0.8% |
| 3Y | +24.6% | +24.2% | +0.3% | +15.9% |
| 5Y | +15.6% | +0.7% | +15.0% | +9.8% |
| All | +86.7% | +456.5% | -369.9% | +11.6% |
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