+196.7%
ETSY vs WST
+666.1%
-469.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | -1.0% | +4.2% | -5.3% | -2.8% |
| 30D | +7.3% | +11.2% | -3.9% | +2.7% |
| 3M | +10.3% | +20.4% | -10.0% | +2.0% |
| 6M | +55.1% | +37.9% | +17.2% | +34.8% |
| YTD | +60.5% | +51.8% | +8.7% | +32.6% |
| 1Y | +52.2% | +56.6% | -4.4% | +23.6% |
| 3Y | +40.8% | +24.2% | +16.6% | +9.3% |
| 5Y | -67.3% | +0.7% | -68.0% | -71.5% |
| 10Y | +659.4% | +456.3% | +203.1% | +158.5% |
| All | +196.7% | +666.1% | -469.4% | -14.7% |
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