+25.2%
SYY vs WST
+16.9%
+8.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.1% |
| 7D | -7.3% | -3.1% | -4.2% | -7.2% |
| 30D | +0.1% | +9.1% | -9.0% | -0.2% |
| 3M | -8.2% | +14.7% | -22.9% | -8.7% |
| 6M | +6.3% | +28.0% | -21.7% | +5.2% |
| YTD | +7.3% | +45.6% | -38.3% | +5.7% |
| 1Y | +8.5% | +45.7% | -37.2% | +6.8% |
| All | +25.2% | +16.9% | +8.2% | +18.9% |
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 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