+157.9%
EQX vs WST
-11.8%
+169.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.2% | -7.2% | -5.2% |
| 7D | -7.0% | +0.4% | -7.5% | -7.0% |
| 30D | +4.8% | -2.0% | +6.9% | +4.9% |
| 3M | +25.6% | +4.1% | +21.5% | +25.5% |
| 6M | -25.8% | +47.4% | -73.3% | -26.9% |
| YTD | -12.7% | +25.4% | -38.2% | -13.7% |
| 1Y | +14.1% | +35.3% | -21.2% | +12.6% |
| All | +157.9% | -11.8% | +169.7% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling