+10,358.7%
EAT vs WST
+14,518.0%
-4,159.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.7% | -3.4% |
| 7D | -2.6% | -3.1% | +0.5% | -1.8% |
| 30D | +11.5% | +9.1% | +2.4% | +8.7% |
| 3M | -9.1% | +14.7% | -23.8% | -12.8% |
| 6M | +40.4% | +28.0% | +12.4% | +30.4% |
| YTD | +43.9% | +45.6% | -1.7% | +28.1% |
| 1Y | +101.9% | +45.7% | +56.3% | +79.4% |
| 3Y | +489.9% | +21.1% | +468.8% | +407.9% |
| 5Y | +362.6% | +0.3% | +362.3% | +311.3% |
| 10Y | +385.7% | +449.0% | -63.3% | +135.6% |
| All | +10,358.7% | +14,518.0% | -4,159.3% | +2,173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling