+2,449.8%
ED vs WST
+14,518.0%
-12,068.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.2% | -2.6% |
| 7D | +1.6% | -3.1% | +4.8% | +2.0% |
| 30D | +13.3% | +9.1% | +4.2% | +12.1% |
| 3M | +9.7% | +14.7% | -5.0% | +7.8% |
| 6M | +12.8% | +28.0% | -15.2% | +9.2% |
| YTD | +22.3% | +45.6% | -23.3% | +16.1% |
| 1Y | +26.3% | +45.7% | -19.4% | +19.8% |
| 3Y | +45.0% | +21.1% | +23.9% | +35.8% |
| 5Y | +80.2% | +0.3% | +79.9% | +70.3% |
| 10Y | +129.9% | +449.0% | -319.2% | +65.8% |
| All | +2,449.8% | +14,518.0% | -12,068.3% | +1,180.2% |
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