+43.0%
WEST vs SPY
+20.8%
+22.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -5.4% | +0.1% | -5.4% | -5.4% |
| 3M | +3.2% | +2.0% | +1.2% | +2.2% |
| 6M | +90.9% | +13.0% | +77.9% | +69.9% |
| YTD | +90.4% | +13.5% | +76.9% | +68.9% |
| 1Y | +43.0% | +20.0% | +23.0% | +13.5% |
| All | +43.0% | +20.8% | +22.1% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling