+4,123.0%
SYY vs WST
+14,518.0%
-10,395.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.8% |
| 7D | -7.3% | -3.1% | -4.2% | -6.8% |
| 30D | +0.1% | +9.1% | -9.0% | -1.4% |
| 3M | -8.2% | +14.7% | -22.9% | -10.5% |
| 6M | +6.3% | +28.0% | -21.7% | +1.5% |
| YTD | +7.3% | +45.6% | -38.3% | -0.2% |
| 1Y | +8.5% | +45.7% | -37.2% | +0.7% |
| 3Y | +24.9% | +21.1% | +3.8% | +13.8% |
| 5Y | +8.0% | +0.3% | +7.7% | 0.0% |
| 10Y | +107.2% | +449.0% | -341.8% | +29.4% |
| All | +4,123.0% | +14,518.0% | -10,395.0% | +1,267.5% |
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