+156.4%
EWT vs WST
-25.8%
+182.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +8.2% | -4.6% | +12.8% | +8.8% |
| 3M | +11.1% | +5.7% | +5.4% | +10.2% |
| 6M | +60.4% | +37.6% | +22.9% | +53.8% |
| YTD | +75.6% | +23.0% | +52.5% | +70.3% |
| 1Y | +91.3% | +33.8% | +57.5% | +83.3% |
| 3Y | +200.3% | -13.4% | +213.6% | +196.2% |
| 5Y | +156.4% | -27.0% | +183.3% | +147.5% |
| All | +156.4% | -25.8% | +182.1% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling