-33.2%
EFX vs WST
-25.3%
-7.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.2% |
| 7D | -8.6% | +0.7% | -9.4% | -8.8% |
| 30D | +0.1% | -3.1% | +3.3% | +0.9% |
| 3M | +3.8% | +7.2% | -3.4% | +1.7% |
| 6M | -13.5% | +36.8% | -50.3% | -21.0% |
| YTD | -17.7% | +23.8% | -41.5% | -22.9% |
| 1Y | -25.6% | +37.8% | -63.3% | -32.6% |
| 3Y | -12.1% | -15.9% | +3.8% | -13.0% |
| All | -33.2% | -25.3% | -7.9% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling