+594.1%
EWT vs WST
+9,206.2%
-8,612.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +4.0% | +0.7% | +3.2% | +3.7% |
| 30D | +10.3% | -3.1% | +13.5% | +11.2% |
| 3M | +6.1% | +7.2% | -1.1% | +3.8% |
| 6M | +56.6% | +36.8% | +19.8% | +42.6% |
| YTD | +76.6% | +23.8% | +52.7% | +64.7% |
| 1Y | +97.9% | +37.8% | +60.1% | +78.1% |
| 3Y | +198.0% | -15.9% | +213.9% | +186.7% |
| 5Y | +151.8% | -25.8% | +177.6% | +143.8% |
| 10Y | +514.1% | +319.6% | +194.5% | +203.6% |
| All | +594.1% | +9,206.2% | -8,612.1% | +21.0% |
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