-25.4%
WST vs SPY
+82.0%
-107.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -3.1% | +0.1% | -3.2% | -3.2% |
| 3M | +7.2% | +2.0% | +5.2% | +5.1% |
| 6M | +36.8% | +13.0% | +23.8% | +22.1% |
| YTD | +23.8% | +13.5% | +10.3% | +10.1% |
| 1Y | +37.8% | +20.0% | +17.8% | +16.5% |
| 3Y | -15.9% | +77.2% | -93.1% | -53.3% |
| All | -25.4% | +82.0% | -107.4% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling