+324.5%
WST vs SM
+12.3%
+312.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -0.8% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -4.6% | +31.5% | -36.1% | -5.6% |
| 3M | +5.7% | +17.3% | -11.6% | +4.9% |
| 6M | +37.6% | +48.5% | -10.9% | +35.2% |
| YTD | +23.0% | +106.3% | -83.2% | +19.4% |
| 1Y | +33.8% | +47.3% | -13.5% | +31.3% |
| 3Y | -13.4% | -1.4% | -11.9% | -14.6% |
| 5Y | -27.0% | +114.0% | -141.0% | -29.2% |
| 10Y | +324.5% | +12.5% | +312.0% | +301.5% |
| All | +324.5% | +12.3% | +312.2% | +301.5% |
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