+204.2%
EQT vs WST
-24.9%
+229.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.3% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | +1.1% | -2.0% | +3.1% | +1.3% |
| 3M | +4.8% | +4.1% | +0.7% | +4.1% |
| 6M | -10.6% | +47.4% | -58.0% | -15.6% |
| YTD | +3.4% | +25.4% | -22.0% | -0.3% |
| 1Y | +8.7% | +35.3% | -26.6% | +3.4% |
| 3Y | +35.0% | -11.7% | +46.6% | +32.4% |
| 5Y | +204.2% | -24.0% | +228.3% | +148.9% |
| All | +204.2% | -24.9% | +229.2% | +148.9% |
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