+6,459.5%
EFX vs WST
+12,330.1%
-5,870.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.1% |
| 7D | -8.6% | +0.7% | -9.4% | -8.8% |
| 30D | +0.1% | -3.1% | +3.3% | +1.1% |
| 3M | +3.8% | +7.2% | -3.4% | +1.4% |
| 6M | -13.5% | +36.8% | -50.3% | -22.0% |
| YTD | -17.7% | +23.8% | -41.5% | -23.6% |
| 1Y | -25.6% | +37.8% | -63.3% | -33.5% |
| 3Y | -12.1% | -15.9% | +3.8% | -15.0% |
| 5Y | -33.8% | -25.8% | -8.0% | -35.0% |
| 10Y | +45.1% | +319.6% | -274.4% | -19.8% |
| All | +6,459.5% | +12,330.1% | -5,870.6% | +1,419.4% |
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 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