+25.8%
SYY vs WST
-15.4%
+41.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -2.3% | +0.7% | -3.0% | -2.3% |
| 30D | -4.9% | -3.1% | -1.8% | -4.8% |
| 3M | +8.4% | +7.2% | +1.2% | +8.0% |
| 6M | -7.4% | +36.8% | -44.2% | -8.5% |
| YTD | +11.0% | +23.8% | -12.9% | +9.9% |
| 1Y | -0.2% | +37.8% | -38.0% | -1.5% |
| All | +25.8% | -15.4% | +41.2% | +26.2% |
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