+4.3%
WEST vs SPY
+75.1%
-70.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | +0.3% | -13.6% | -13.6% |
| 7D | -9.5% | -2.7% | -6.8% | -7.2% |
| 30D | +10.0% | -5.4% | +15.4% | +15.9% |
| 3M | +11.1% | -4.1% | +15.2% | +15.3% |
| 6M | +48.1% | +0.7% | +47.4% | +44.9% |
| YTD | +120.9% | +8.7% | +112.2% | +99.3% |
| 1Y | +129.3% | +10.9% | +118.5% | +101.3% |
| 3Y | +4.3% | +75.0% | -70.7% | -36.1% |
| All | +4.3% | +75.1% | -70.8% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling