+5,623.5%
WST vs SNY
+242.6%
+5,380.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -1.7% | -3.6% | +2.0% | -0.4% |
| 30D | -4.3% | -1.4% | -2.9% | -3.9% |
| 3M | +0.7% | -4.2% | +5.0% | +2.0% |
| 6M | +36.0% | +2.0% | +34.0% | +34.7% |
| YTD | +22.7% | -6.7% | +29.4% | +25.1% |
| 1Y | +34.1% | -4.7% | +38.8% | +35.4% |
| 3Y | -13.6% | -8.1% | -5.4% | -14.0% |
| 5Y | -26.0% | +8.2% | -34.2% | -31.6% |
| 10Y | +335.8% | +64.8% | +271.0% | +240.5% |
| All | +5,623.5% | +242.6% | +5,380.9% | +3,155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling