+148.1%
EWY vs WST
-25.8%
+173.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | +8.0% | -0.3% | +8.3% | +8.1% |
| 30D | +14.3% | -4.6% | +19.0% | +15.2% |
| 3M | +2.3% | +5.7% | -3.4% | +1.3% |
| 6M | +49.9% | +37.6% | +12.3% | +42.2% |
| YTD | +95.3% | +23.0% | +72.3% | +88.1% |
| 1Y | +161.7% | +33.8% | +127.9% | +148.2% |
| 3Y | +230.2% | -13.4% | +243.5% | +226.0% |
| 5Y | +148.1% | -27.0% | +175.1% | +135.8% |
| All | +148.1% | -25.8% | +173.9% | +135.8% |
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