+4,267.1%
SYY vs WST
+12,330.1%
-8,063.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -2.3% | +0.7% | -3.0% | -2.4% |
| 30D | -4.9% | -3.1% | -1.8% | -4.4% |
| 3M | +8.4% | +7.2% | +1.2% | +6.9% |
| 6M | -7.4% | +36.8% | -44.2% | -12.7% |
| YTD | +11.0% | +23.8% | -12.9% | +6.2% |
| 1Y | -0.2% | +37.8% | -38.0% | -6.6% |
| 3Y | +23.8% | -15.9% | +39.7% | +20.9% |
| 5Y | +18.1% | -25.8% | +44.0% | +15.7% |
| 10Y | +94.6% | +319.6% | -225.0% | +27.7% |
| All | +4,267.1% | +12,330.1% | -8,063.0% | +1,356.1% |
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