+458.6%
WST vs SPY
+307.0%
+151.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +4.2% | +2.6% | +1.6% | +2.1% |
| 30D | +11.2% | -2.0% | +13.2% | +13.0% |
| 3M | +20.4% | -2.8% | +23.2% | +23.0% |
| 6M | +37.9% | +2.1% | +35.7% | +34.9% |
| YTD | +51.8% | +11.5% | +40.3% | +38.2% |
| 1Y | +56.6% | +13.5% | +43.2% | +40.6% |
| 3Y | +24.2% | +77.7% | -53.5% | -25.1% |
| 5Y | +0.7% | +72.6% | -71.9% | -37.8% |
| All | +458.6% | +307.0% | +151.6% | +63.1% |
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