+7,328.4%
EW vs WST
+8,485.4%
-1,157.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.7% |
| 7D | +11.0% | -3.1% | +14.1% | +12.0% |
| 30D | +19.1% | +9.1% | +10.0% | +15.9% |
| 3M | +14.4% | +14.7% | -0.3% | +9.5% |
| 6M | +22.8% | +28.0% | -5.2% | +13.4% |
| YTD | +19.8% | +45.6% | -25.8% | +5.3% |
| 1Y | +23.9% | +45.7% | -21.8% | +8.7% |
| 3Y | +52.2% | +21.1% | +31.1% | +31.5% |
| 5Y | -13.9% | +0.3% | -14.2% | -22.1% |
| 10Y | +241.9% | +449.0% | -207.2% | +80.9% |
| All | +7,328.4% | +8,485.4% | -1,157.1% | +2,128.0% |
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 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