+413.3%
ETSY vs WST
+332.3%
+81.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -12.9% | -1.7% | -11.2% | -12.3% |
| 30D | -11.5% | -4.3% | -7.1% | -9.9% |
| 3M | +3.5% | +0.7% | +2.8% | +2.9% |
| 6M | +27.6% | +36.0% | -8.4% | +10.8% |
| YTD | +28.4% | +22.7% | +5.7% | +16.1% |
| 1Y | +27.1% | +34.1% | -7.0% | +9.7% |
| 3Y | +6.0% | -13.6% | +19.6% | -1.1% |
| 5Y | -67.1% | -26.0% | -41.2% | -66.6% |
| All | +413.3% | +332.3% | +81.0% | +92.6% |
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