+173.7%
ET vs WST
+325.7%
-151.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +0.6% | -1.7% | +2.3% | +0.9% |
| 30D | +5.3% | -4.3% | +9.6% | +5.9% |
| 3M | +15.6% | +0.7% | +14.9% | +15.4% |
| 6M | +20.6% | +36.0% | -15.4% | +15.4% |
| YTD | +38.5% | +22.7% | +15.8% | +34.2% |
| 1Y | +35.7% | +34.1% | +1.6% | +29.5% |
| 3Y | +98.4% | -13.6% | +111.9% | +94.7% |
| 5Y | +245.3% | -26.0% | +271.3% | +241.8% |
| 10Y | +173.7% | +335.8% | -162.0% | +65.1% |
| All | +173.7% | +325.7% | -151.9% | +65.1% |
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