-25.4%
WST vs SM
+107.8%
-133.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -3.1% | +26.3% | -29.5% | -5.6% |
| 3M | +7.2% | +8.7% | -1.5% | +5.9% |
| 6M | +36.8% | +51.7% | -14.9% | +29.2% |
| YTD | +23.8% | +99.0% | -75.2% | +13.0% |
| 1Y | +37.8% | +34.6% | +3.2% | +31.0% |
| 3Y | -15.9% | -7.8% | -8.1% | -19.1% |
| All | -25.4% | +107.8% | -133.3% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling