+42.9%
WST vs SM
+70.4%
-27.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -15.3% | +15.7% | +0.9% |
| 7D | +1.3% | -21.5% | +22.8% | +2.0% |
| 30D | +8.5% | -11.4% | +19.9% | +8.8% |
| 3M | +17.2% | +0.6% | +16.6% | +17.0% |
| 6M | +36.3% | +0.2% | +36.0% | +35.6% |
| YTD | +48.9% | +69.7% | -20.7% | +30.3% |
| 1Y | +42.9% | +71.6% | -28.7% | +24.8% |
| All | +42.9% | +70.4% | -27.5% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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