+10.4%
SYY vs WST
-2.2%
+12.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.0% |
| 7D | -7.3% | -3.1% | -4.2% | -7.0% |
| 30D | +0.1% | +9.1% | -9.0% | -0.7% |
| 3M | -8.2% | +14.7% | -22.9% | -9.4% |
| 6M | +6.3% | +28.0% | -21.7% | +3.8% |
| YTD | +7.3% | +45.6% | -38.3% | +3.5% |
| 1Y | +8.5% | +45.7% | -37.2% | +4.6% |
| 3Y | +24.9% | +21.1% | +3.8% | +18.4% |
| All | +10.4% | -2.2% | +12.5% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling