-6.7%
EFX vs WST
+47.3%
-54.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +9.2% | +1.3% | +7.9% | +8.8% |
| 30D | +34.8% | +8.5% | +26.3% | +32.1% |
| 3M | +8.8% | +17.2% | -8.4% | +4.8% |
| 6M | +12.3% | +36.3% | -24.0% | +3.8% |
| YTD | -10.6% | +48.9% | -59.5% | -21.2% |
| 1Y | -6.7% | +42.9% | -49.6% | -16.5% |
| All | -6.7% | +47.3% | -54.0% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling