+43.6%
EWZ vs WST
+441.1%
-397.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | -1.5% | -3.1% | +1.6% | -1.0% |
| 30D | -24.5% | +9.1% | -33.6% | -25.6% |
| 3M | -10.7% | +14.7% | -25.4% | -12.7% |
| 6M | -19.1% | +28.0% | -47.1% | -22.4% |
| YTD | +1.6% | +45.6% | -44.0% | -4.9% |
| 1Y | +4.3% | +45.7% | -41.4% | -2.4% |
| 3Y | +19.0% | +21.1% | -2.1% | +9.2% |
| 5Y | +57.7% | +0.3% | +57.3% | +50.3% |
| All | +43.6% | +441.1% | -397.6% | -28.5% |
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 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