-19.0%
WEST vs SPY
+81.1%
-100.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +1.9% | +0.5% | +1.4% | +1.6% |
| 30D | -4.6% | -0.9% | -3.7% | -4.1% |
| 3M | +4.1% | +3.9% | +0.2% | +1.4% |
| 6M | +101.3% | +14.5% | +86.8% | +85.2% |
| YTD | +92.9% | +12.9% | +80.0% | +79.0% |
| 1Y | +53.6% | +19.4% | +34.3% | +38.0% |
| 3Y | -22.8% | +78.5% | -101.3% | -40.1% |
| All | -19.0% | +81.1% | -100.1% | -38.3% |
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