+4,499.6%
ETR vs WST
+14,983.8%
-10,484.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | +8.7% | +12.7% | -4.1% | +6.7% |
| 3M | +6.4% | +17.2% | -10.8% | +3.8% |
| 6M | +0.7% | +26.7% | -26.0% | -3.0% |
| YTD | +23.0% | +50.3% | -27.2% | +15.1% |
| 1Y | +17.9% | +50.2% | -32.3% | +10.2% |
| 3Y | +154.9% | +21.7% | +133.2% | +136.1% |
| 5Y | +157.3% | +2.0% | +155.2% | +140.5% |
| 10Y | +373.4% | +451.1% | -77.7% | +231.4% |
| All | +4,499.6% | +14,983.8% | -10,484.3% | +2,089.0% |
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