+416.1%
ETSY vs WST
+341.6%
+74.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.3% |
| 7D | -12.7% | +0.4% | -13.2% | -12.9% |
| 30D | -9.9% | -2.0% | -7.9% | -9.2% |
| 3M | +4.2% | +4.1% | +0.1% | +2.1% |
| 6M | +34.2% | +47.4% | -13.2% | +12.6% |
| YTD | +29.1% | +25.4% | +3.7% | +15.7% |
| 1Y | +23.8% | +35.3% | -11.5% | +6.5% |
| 3Y | +6.6% | -11.7% | +18.3% | -1.4% |
| 5Y | -67.0% | -24.0% | -43.0% | -66.9% |
| All | +416.1% | +341.6% | +74.5% | +92.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling