+125.5%
ETN vs WST
-0.5%
+126.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +10.1% | +4.9% | +5.3% | +9.2% |
| 30D | -15.9% | +10.7% | -26.6% | -17.4% |
| 3M | -21.7% | +16.8% | -38.5% | -24.0% |
| 6M | -10.1% | +32.0% | -42.1% | -14.8% |
| YTD | +14.0% | +49.9% | -35.9% | +4.8% |
| 1Y | -1.7% | +50.6% | -52.3% | -9.8% |
| 3Y | +67.9% | +21.4% | +46.5% | +52.5% |
| 5Y | +125.5% | -0.6% | +126.1% | +116.6% |
| All | +125.5% | -0.5% | +126.0% | +116.6% |
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 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