+375.9%
EFA vs WST
+8,291.7%
-7,915.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.3% | +4.9% | -3.6% | 0.0% |
| 30D | +0.5% | +10.7% | -10.2% | -2.2% |
| 3M | -4.1% | +16.8% | -21.0% | -8.3% |
| 6M | +2.4% | +32.0% | -29.5% | -5.5% |
| YTD | +10.0% | +49.9% | -39.9% | -2.8% |
| 1Y | +11.4% | +50.6% | -39.2% | -1.8% |
| 3Y | +65.4% | +21.4% | +44.0% | +42.6% |
| 5Y | +49.6% | -0.6% | +50.2% | +33.1% |
| 10Y | +144.8% | +449.4% | -304.6% | +11.8% |
| All | +375.9% | +8,291.7% | -7,915.8% | -10.4% |
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