+146.3%
EFA vs WST
+452.9%
-306.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.0% | +1.1% | -2.1% | -1.2% |
| 30D | +1.6% | +12.4% | -10.8% | -0.4% |
| 3M | -3.2% | +17.6% | -20.7% | -5.8% |
| 6M | +2.5% | +28.3% | -25.8% | -2.0% |
| YTD | +10.7% | +50.5% | -39.8% | +2.6% |
| 1Y | +12.8% | +49.4% | -36.6% | +4.5% |
| 3Y | +66.4% | +21.9% | +44.5% | +52.0% |
| 5Y | +51.4% | +0.4% | +51.0% | +41.0% |
| 10Y | +146.3% | +451.5% | -305.2% | +50.1% |
| All | +146.3% | +452.9% | -306.5% | +50.1% |
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