+44.0%
EFX vs WST
+326.7%
-282.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -7.8% | -0.3% | -7.6% | -7.7% |
| 30D | -5.7% | -4.6% | -1.1% | -4.5% |
| 3M | +2.5% | +5.7% | -3.2% | +0.7% |
| 6M | -16.7% | +37.6% | -54.2% | -24.7% |
| YTD | -20.2% | +23.0% | -43.2% | -25.6% |
| 1Y | -31.4% | +33.8% | -65.2% | -37.9% |
| 3Y | -10.5% | -13.4% | +2.9% | -13.7% |
| 5Y | -35.2% | -27.0% | -8.3% | -36.3% |
| All | +44.0% | +326.7% | -282.7% | -17.8% |
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