+382.0%
EAT vs WST
+321.8%
+60.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | -4.9% | -0.3% | -4.6% | -4.9% |
| 30D | -1.2% | -4.6% | +3.4% | -0.2% |
| 3M | +52.2% | +5.7% | +46.5% | +50.3% |
| 6M | +65.0% | +37.6% | +27.5% | +53.7% |
| YTD | +55.0% | +23.0% | +32.0% | +47.6% |
| 1Y | +42.1% | +33.8% | +8.2% | +32.2% |
| 3Y | +614.7% | -13.4% | +628.1% | +596.9% |
| 5Y | +322.7% | -27.0% | +349.7% | +314.0% |
| 10Y | +382.0% | +324.5% | +57.5% | +192.0% |
| All | +382.0% | +321.8% | +60.2% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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