+1,296.6%
ET vs WST
+3,047.3%
-1,750.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -7.9% | -3.1% | -4.8% | -7.3% |
| 30D | -5.9% | +9.1% | -15.0% | -7.7% |
| 3M | -5.2% | +14.7% | -19.9% | -8.0% |
| 6M | +0.3% | +28.0% | -27.7% | -5.2% |
| YTD | +23.1% | +45.6% | -22.6% | +12.6% |
| 1Y | +22.7% | +45.7% | -22.9% | +12.1% |
| 3Y | +75.4% | +21.1% | +54.3% | +56.3% |
| 5Y | +202.6% | +0.3% | +202.3% | +174.5% |
| 10Y | +213.0% | +449.0% | -236.0% | +57.8% |
| All | +1,296.6% | +3,047.3% | -1,750.6% | +309.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling