+4,127.4%
SYY vs WST
+14,995.2%
-10,867.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | 0.0% | +1.0% | -1.0% | -0.2% |
| 30D | -2.2% | +12.3% | -14.5% | -4.2% |
| 3M | -8.0% | +17.5% | -25.5% | -10.7% |
| 6M | +7.5% | +28.2% | -20.7% | +2.6% |
| YTD | +7.4% | +50.4% | -43.0% | -0.7% |
| 1Y | +4.9% | +49.3% | -44.4% | -3.0% |
| 3Y | +24.1% | +21.8% | +2.3% | +13.1% |
| 5Y | +13.4% | +0.3% | +13.1% | +5.1% |
| 10Y | +87.5% | +451.2% | -363.6% | +17.1% |
| All | +4,127.4% | +14,995.2% | -10,867.8% | +1,261.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling