+4,316.7%
ETR vs WST
+12,330.1%
-8,013.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +1.4% | +0.7% | +0.7% | +1.3% |
| 30D | +1.0% | -3.1% | +4.1% | +1.5% |
| 3M | -1.3% | +7.2% | -8.5% | -2.4% |
| 6M | +1.9% | +36.8% | -34.9% | -3.1% |
| YTD | +18.2% | +23.8% | -5.7% | +13.8% |
| 1Y | +24.7% | +37.8% | -13.1% | +17.8% |
| 3Y | +150.7% | -15.9% | +166.6% | +146.1% |
| 5Y | +127.0% | -25.8% | +152.9% | +123.0% |
| 10Y | +295.5% | +319.6% | -24.1% | +188.2% |
| All | +4,316.7% | +12,330.1% | -8,013.4% | +2,064.9% |
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