+451.4%
WST vs SPY
+315.0%
+136.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +1.0% | +1.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +12.9% | -3.3% | +16.2% | +16.0% |
| 3M | +16.7% | -2.4% | +19.1% | +18.8% |
| 6M | +26.8% | +2.6% | +24.3% | +23.7% |
| YTD | +50.5% | +11.2% | +39.2% | +37.3% |
| 1Y | +52.9% | +13.4% | +39.5% | +37.4% |
| 3Y | +23.9% | +79.9% | -56.0% | -26.0% |
| 5Y | +1.0% | +72.2% | -71.2% | -37.5% |
| 10Y | +451.4% | +307.3% | +144.1% | +59.8% |
| All | +451.4% | +315.0% | +136.4% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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