-32.5%
EFX vs WST
+33.7%
-66.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -9.4% | -1.7% | -7.7% | -9.0% |
| 30D | -6.9% | -4.3% | -2.6% | -6.0% |
| 3M | +0.1% | +0.7% | -0.6% | -0.3% |
| 6M | -17.3% | +36.0% | -53.3% | -24.1% |
| YTD | -21.8% | +22.7% | -44.6% | -27.2% |
| 1Y | -32.5% | +34.1% | -66.6% | -39.4% |
| All | -32.5% | +33.7% | -66.3% | -39.4% |
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 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