+172.0%
ET vs WST
+446.4%
-274.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -1.9% | +1.4% | -3.2% | -2.0% |
| 30D | -3.1% | +12.7% | -15.8% | -4.5% |
| 3M | -3.9% | +17.2% | -21.1% | -5.9% |
| 6M | +4.0% | +26.7% | -22.7% | +0.7% |
| YTD | +26.4% | +50.3% | -23.9% | +19.2% |
| 1Y | +24.9% | +50.2% | -25.3% | +17.7% |
| 3Y | +85.2% | +21.7% | +63.5% | +72.5% |
| 5Y | +218.3% | +2.0% | +216.3% | +199.1% |
| 10Y | +172.0% | +451.1% | -279.1% | +50.2% |
| All | +172.0% | +446.4% | -274.4% | +50.2% |
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