+544.6%
ETN vs WST
+456.5%
+88.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.0% |
| 7D | +3.6% | +4.2% | -0.6% | +2.6% |
| 30D | -13.4% | +11.2% | -24.6% | -15.5% |
| 3M | -21.9% | +20.4% | -42.3% | -25.4% |
| 6M | -12.8% | +37.9% | -50.7% | -19.5% |
| YTD | +12.1% | +51.8% | -39.7% | +0.3% |
| 1Y | +0.8% | +56.6% | -55.8% | -10.6% |
| 3Y | +64.5% | +24.2% | +40.3% | +44.7% |
| 5Y | +121.7% | +0.7% | +121.1% | +104.2% |
| All | +544.6% | +456.5% | +88.1% | +234.9% |
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