+885.1%
EWY vs WST
+9,605.3%
-8,720.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -10.2% | +1.4% | -11.6% | -10.5% |
| 30D | -21.5% | +12.7% | -34.2% | -24.4% |
| 3M | -14.7% | +17.2% | -31.8% | -19.1% |
| 6M | -26.8% | +26.7% | -53.5% | -32.6% |
| YTD | +43.2% | +50.3% | -7.1% | +23.7% |
| 1Y | +48.7% | +50.2% | -1.5% | +28.3% |
| 3Y | +147.9% | +21.7% | +126.2% | +107.2% |
| 5Y | +98.8% | +2.0% | +96.8% | +71.1% |
| 10Y | +216.5% | +451.1% | -234.6% | +24.0% |
| All | +885.1% | +9,605.3% | -8,720.2% | +8.8% |
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 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