+2,465.2%
ED vs WST
+14,983.8%
-12,518.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +2.1% | +1.4% | +0.7% | +1.9% |
| 30D | +12.4% | +12.7% | -0.3% | +10.7% |
| 3M | +13.1% | +17.2% | -4.0% | +10.9% |
| 6M | +14.1% | +26.7% | -12.6% | +10.6% |
| YTD | +23.1% | +50.3% | -27.2% | +16.4% |
| 1Y | +25.4% | +50.2% | -24.8% | +18.5% |
| 3Y | +47.9% | +21.7% | +26.1% | +38.5% |
| 5Y | +81.9% | +2.0% | +79.8% | +71.7% |
| 10Y | +141.3% | +451.1% | -309.8% | +74.0% |
| All | +2,465.2% | +14,983.8% | -12,518.6% | +1,183.0% |
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 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