-0.1%
WST vs SUI
-26.4%
+26.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | +4.2% | -1.5% | +5.7% | +4.8% |
| 30D | +11.2% | +3.7% | +7.5% | +9.3% |
| 3M | +20.4% | -0.4% | +20.8% | +20.1% |
| 6M | +37.9% | -2.8% | +40.7% | +38.5% |
| YTD | +51.8% | -1.6% | +53.4% | +51.3% |
| 1Y | +56.6% | -2.1% | +58.7% | +56.5% |
| 3Y | +24.2% | +18.5% | +5.7% | +9.0% |
| All | -0.1% | -26.4% | +26.3% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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