+291.1%
ETR vs WST
+321.8%
-30.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.3% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | +1.9% | -4.6% | +6.5% | +2.6% |
| 3M | +1.0% | +5.7% | -4.7% | 0.0% |
| 6M | +4.8% | +37.6% | -32.7% | -0.6% |
| YTD | +19.5% | +23.0% | -3.5% | +15.1% |
| 1Y | +28.1% | +33.8% | -5.7% | +21.4% |
| 3Y | +151.1% | -13.4% | +164.5% | +146.6% |
| 5Y | +125.2% | -27.0% | +152.1% | +125.3% |
| 10Y | +291.1% | +324.5% | -33.4% | +146.4% |
| All | +291.1% | +321.8% | -30.7% | +146.4% |
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