-9.3%
WEST vs SPY
+78.4%
-87.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -3.6% |
| 7D | -9.4% | +0.1% | -9.5% | -9.5% |
| 30D | +7.5% | -3.3% | +10.8% | +9.4% |
| 3M | +6.8% | -2.4% | +9.2% | +8.1% |
| 6M | +6.5% | +2.6% | +4.0% | +4.2% |
| YTD | +116.0% | +11.2% | +104.7% | +101.8% |
| 1Y | +127.1% | +13.4% | +113.7% | +109.4% |
| 3Y | +4.5% | +79.9% | -75.4% | -18.7% |
| 5Y | -9.6% | +72.2% | -81.8% | -30.6% |
| All | -9.3% | +78.4% | -87.7% | -30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling