+6,880.4%
EFX vs WST
+15,004.7%
-8,124.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.0% | +1.1% | -3.0% | -2.4% |
| 30D | +27.9% | +12.4% | +15.5% | +23.4% |
| 3M | +3.8% | +17.6% | -13.7% | -1.2% |
| 6M | +13.0% | +28.3% | -15.3% | +4.3% |
| YTD | -12.4% | +50.5% | -62.9% | -23.4% |
| 1Y | -10.4% | +49.4% | -59.8% | -21.6% |
| 3Y | +4.4% | +21.9% | -17.4% | -10.1% |
| 5Y | -28.9% | +0.4% | -29.2% | -36.2% |
| 10Y | +81.7% | +451.5% | -369.8% | -7.4% |
| All | +6,880.4% | +15,004.7% | -8,124.3% | +1,422.9% |
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 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