+19,963.1%
ETN vs WST
+12,330.1%
+7,632.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +2.0% | +0.7% | +1.3% | +1.8% |
| 30D | -7.9% | -3.1% | -4.8% | -7.1% |
| 3M | -1.6% | +7.2% | -8.8% | -3.8% |
| 6M | +16.9% | +36.8% | -19.9% | +5.8% |
| YTD | +30.1% | +23.8% | +6.2% | +20.8% |
| 1Y | +19.3% | +37.8% | -18.5% | +6.8% |
| 3Y | +82.5% | -15.9% | +98.4% | +76.2% |
| 5Y | +166.8% | -25.8% | +192.7% | +160.5% |
| 10Y | +649.7% | +319.6% | +330.1% | +297.6% |
| All | +19,963.1% | +12,330.1% | +7,632.9% | +4,527.6% |
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