+155.0%
ETSY vs WST
+525.0%
-370.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.4% |
| 7D | -8.5% | +0.7% | -9.2% | -8.8% |
| 30D | -10.9% | -3.1% | -7.7% | -9.7% |
| 3M | +14.1% | +7.2% | +6.9% | +10.4% |
| 6M | +37.5% | +36.8% | +0.7% | +18.9% |
| YTD | +38.0% | +23.8% | +14.2% | +24.2% |
| 1Y | +46.5% | +37.8% | +8.8% | +24.9% |
| 3Y | +2.5% | -15.9% | +18.4% | -2.7% |
| 5Y | -65.3% | -25.8% | -39.5% | -65.0% |
| 10Y | +451.6% | +319.6% | +132.0% | +110.5% |
| All | +155.0% | +525.0% | -370.0% | -20.1% |
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