+81.2%
EQX vs WST
-24.9%
+106.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.2% | -7.2% | -5.4% |
| 7D | -7.0% | +0.4% | -7.5% | -7.1% |
| 30D | +4.8% | -2.0% | +6.9% | +5.3% |
| 3M | +25.6% | +4.1% | +21.5% | +24.6% |
| 6M | -25.8% | +47.4% | -73.3% | -31.1% |
| YTD | -12.7% | +25.4% | -38.2% | -16.7% |
| 1Y | +14.1% | +35.3% | -21.2% | +6.9% |
| 3Y | +165.7% | -11.7% | +177.4% | +161.6% |
| 5Y | +81.2% | -24.0% | +105.2% | +43.5% |
| All | +81.2% | -24.9% | +106.2% | +43.5% |
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