+369.9%
ETR vs WST
+456.5%
-86.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -0.9% |
| 7D | +0.5% | +4.2% | -3.7% | -0.1% |
| 30D | +6.4% | +11.2% | -4.9% | +4.6% |
| 3M | +4.0% | +20.4% | -16.4% | +1.0% |
| 6M | -0.5% | +37.9% | -38.4% | -5.5% |
| YTD | +22.4% | +51.8% | -29.4% | +14.1% |
| 1Y | +19.9% | +56.6% | -36.8% | +11.1% |
| 3Y | +154.7% | +24.2% | +130.5% | +133.8% |
| 5Y | +158.1% | +0.7% | +157.4% | +142.7% |
| All | +369.9% | +456.5% | -86.7% | +182.2% |
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