+201.0%
ET vs WST
-0.1%
+201.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | -7.9% | -3.1% | -4.8% | -7.6% |
| 30D | -5.9% | +9.1% | -15.0% | -6.6% |
| 3M | -5.2% | +14.7% | -19.9% | -6.3% |
| 6M | +0.3% | +28.0% | -27.7% | -1.8% |
| YTD | +23.1% | +45.6% | -22.6% | +19.1% |
| 1Y | +22.7% | +45.7% | -22.9% | +18.7% |
| 3Y | +75.4% | +21.1% | +54.3% | +66.6% |
| All | +201.0% | -0.1% | +201.1% | +166.4% |
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