+458.6%
WST vs SM
+18.0%
+440.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.2% |
| 7D | +4.2% | +9.4% | -5.2% | +3.9% |
| 30D | +11.2% | -14.4% | +25.6% | +11.7% |
| 3M | +20.4% | +1.6% | +18.8% | +20.1% |
| 6M | +37.9% | +6.3% | +31.5% | +37.1% |
| YTD | +51.8% | +78.8% | -27.0% | +47.8% |
| 1Y | +56.6% | +83.1% | -26.5% | +52.4% |
| 3Y | +24.2% | -5.9% | +30.1% | +22.6% |
| 5Y | +0.7% | +4.8% | -4.1% | -1.2% |
| All | +458.6% | +18.0% | +440.6% | +432.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling