+6,873.7%
EFX vs WST
+14,983.8%
-8,110.1%
-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% | +0.1% | 0.0% |
| 7D | +0.3% | +1.4% | -1.1% | -0.2% |
| 30D | +29.1% | +12.7% | +16.4% | +24.5% |
| 3M | +4.3% | +17.2% | -12.9% | -0.7% |
| 6M | +7.7% | +26.7% | -18.9% | -0.1% |
| YTD | -12.5% | +50.3% | -62.8% | -23.5% |
| 1Y | -8.8% | +50.2% | -59.1% | -20.4% |
| 3Y | +4.3% | +21.7% | -17.4% | -10.2% |
| 5Y | -29.4% | +2.0% | -31.4% | -37.0% |
| 10Y | +78.1% | +451.1% | -373.0% | -9.3% |
| All | +6,873.7% | +14,983.8% | -8,110.1% | +1,422.1% |
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