+520.8%
EWT vs WST
+325.7%
+195.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.1% | -1.7% | +3.8% | +2.4% |
| 30D | +9.4% | -4.3% | +13.7% | +10.1% |
| 3M | +10.9% | +0.7% | +10.1% | +10.6% |
| 6M | +57.9% | +36.0% | +21.9% | +49.3% |
| YTD | +75.9% | +22.7% | +53.2% | +68.9% |
| 1Y | +89.7% | +34.1% | +55.6% | +78.8% |
| 3Y | +200.9% | -13.6% | +214.4% | +194.6% |
| 5Y | +154.5% | -26.0% | +180.5% | +152.4% |
| 10Y | +520.8% | +335.8% | +185.0% | +287.4% |
| All | +520.8% | +325.7% | +195.1% | +287.4% |
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