+8.5%
ETSY vs WST
-15.5%
+24.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.2% | -4.7% |
| 7D | -10.9% | -0.3% | -10.7% | -10.9% |
| 30D | -14.9% | -4.6% | -10.3% | -14.4% |
| 3M | +5.8% | +5.7% | +0.1% | +4.9% |
| 6M | +29.1% | +37.6% | -8.5% | +23.6% |
| YTD | +31.3% | +23.0% | +8.3% | +27.3% |
| 1Y | +25.1% | +33.8% | -8.7% | +20.0% |
| 3Y | +8.5% | -13.4% | +21.8% | +5.6% |
| All | +8.5% | -15.5% | +24.0% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling