+2,207.4%
ED vs WST
+12,330.1%
-10,122.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 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% | +2.9% |
| 6M | -3.0% | +36.8% | -39.8% | -7.0% |
| YTD | +10.7% | +23.8% | -13.2% | +7.3% |
| 1Y | +13.3% | +37.8% | -24.4% | +8.0% |
| 3Y | +34.5% | -15.9% | +50.4% | +32.4% |
| 5Y | +67.1% | -25.8% | +93.0% | +64.6% |
| 10Y | +103.0% | +319.6% | -216.6% | +51.6% |
| All | +2,207.4% | +12,330.1% | -10,122.7% | +1,082.7% |
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