+101.8%
ED vs WST
+322.7%
-220.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | -0.1% | -3.1% | +3.0% | +0.2% |
| 3M | +3.9% | +7.2% | -3.3% | +3.1% |
| 6M | -3.0% | +36.8% | -39.8% | -6.3% |
| YTD | +10.7% | +23.8% | -13.2% | +7.9% |
| 1Y | +13.3% | +37.8% | -24.4% | +8.9% |
| 3Y | +34.5% | -15.9% | +50.4% | +34.0% |
| 5Y | +67.1% | -25.8% | +93.0% | +67.6% |
| All | +101.8% | +322.7% | -220.8% | +39.6% |
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