+11,311.2%
WST vs SPY
+2,954.7%
+8,356.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | -3.1% | -2.7% | -0.4% | -1.3% |
| 30D | +9.1% | -5.4% | +14.5% | +13.1% |
| 3M | +14.7% | -4.1% | +18.8% | +17.8% |
| 6M | +28.0% | +0.7% | +27.3% | +27.0% |
| YTD | +45.6% | +8.7% | +37.0% | +37.5% |
| 1Y | +45.7% | +10.9% | +34.8% | +35.8% |
| 3Y | +21.1% | +75.0% | -53.9% | -17.4% |
| 5Y | +0.3% | +67.8% | -67.5% | -28.9% |
| 10Y | +449.0% | +312.9% | +136.2% | +122.0% |
| All | +11,311.2% | +2,954.7% | +8,356.5% | +2,427.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling