+65.5%
EWZ vs WST
+452.4%
-386.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +1.3% | +1.4% | -0.1% | +1.1% |
| 30D | -26.2% | +12.8% | -38.9% | -27.6% |
| 3M | -8.6% | +17.2% | -25.9% | -11.0% |
| 6M | -17.0% | +26.7% | -43.8% | -20.2% |
| YTD | +2.2% | +50.4% | -48.2% | -4.8% |
| 1Y | +2.7% | +50.3% | -47.7% | -4.4% |
| 3Y | +18.2% | +21.8% | -3.6% | +8.7% |
| 5Y | +56.0% | +2.1% | +53.9% | +48.7% |
| All | +65.5% | +452.4% | -386.9% | -15.1% |
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