+163.4%
ET vs WST
+449.7%
-286.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +3.0% | +4.9% | -1.8% | +2.4% |
| 30D | -3.5% | +10.7% | -14.1% | -4.7% |
| 3M | -5.6% | +16.8% | -22.4% | -7.5% |
| 6M | +0.5% | +32.0% | -31.4% | -3.2% |
| YTD | +26.3% | +49.9% | -23.6% | +19.2% |
| 1Y | +25.7% | +50.6% | -25.0% | +18.4% |
| 3Y | +85.1% | +21.4% | +63.7% | +72.4% |
| 5Y | +216.4% | -0.6% | +217.0% | +199.1% |
| All | +163.4% | +449.7% | -286.3% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling