-20.7%
WST vs SNY
+9.4%
-30.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.8% | -3.3% | +5.2% | +2.6% |
| 30D | -1.7% | -2.2% | +0.4% | -1.3% |
| 3M | +4.9% | -3.0% | +7.9% | +5.4% |
| 6M | +45.5% | +2.7% | +42.8% | +44.5% |
| YTD | +26.1% | -6.8% | +33.0% | +27.7% |
| 1Y | +31.7% | -5.3% | +36.9% | +32.7% |
| 3Y | -12.1% | -9.8% | -2.3% | -10.9% |
| All | -20.7% | +9.4% | -30.1% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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