+11,830.2%
WST vs SM
+1,302.7%
+10,527.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.8% |
| 7D | -3.1% | -25.9% | +22.8% | -1.2% |
| 30D | +9.1% | -15.1% | +24.2% | +10.2% |
| 3M | +14.7% | +4.9% | +9.8% | +14.0% |
| 6M | +28.0% | +6.1% | +21.9% | +26.7% |
| YTD | +45.6% | +63.4% | -17.8% | +39.3% |
| 1Y | +45.7% | +72.5% | -26.8% | +38.7% |
| 3Y | +21.1% | -16.9% | +38.0% | +19.6% |
| 5Y | +0.3% | -10.6% | +11.0% | -3.0% |
| 10Y | +449.0% | +11.3% | +437.7% | +347.9% |
| All | +11,830.2% | +1,302.7% | +10,527.5% | +7,637.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling