+160.5%
ETR vs WST
-0.1%
+160.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | +0.1% |
| 7D | +0.4% | -3.1% | +3.5% | +0.7% |
| 30D | +7.5% | +9.1% | -1.6% | +6.7% |
| 3M | +4.4% | +14.7% | -10.3% | +3.1% |
| 6M | -1.5% | +28.0% | -29.6% | -3.8% |
| YTD | +21.8% | +45.6% | -23.9% | +17.4% |
| 1Y | +18.4% | +45.7% | -27.3% | +14.1% |
| 3Y | +148.5% | +21.1% | +127.4% | +136.0% |
| All | +160.5% | -0.1% | +160.7% | +144.4% |
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 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