+452.3%
EWT vs WST
+456.5%
-4.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +9.1% | +4.2% | +4.9% | +8.4% |
| 30D | -12.2% | +11.2% | -23.4% | -13.7% |
| 3M | -9.4% | +20.4% | -29.8% | -12.2% |
| 6M | +2.7% | +37.9% | -35.2% | -2.9% |
| YTD | +53.3% | +51.8% | +1.5% | +42.1% |
| 1Y | +59.2% | +56.6% | +2.5% | +46.6% |
| 3Y | +157.1% | +24.2% | +132.9% | +134.6% |
| 5Y | +119.6% | +0.7% | +118.9% | +105.6% |
| All | +452.3% | +456.5% | -4.3% | +221.5% |
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