+81.1%
EWZ vs WST
+321.8%
-240.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +6.5% | +0.7% | +5.8% | +6.4% |
| 30D | +4.8% | -3.1% | +8.0% | +5.4% |
| 3M | +9.9% | +7.2% | +2.7% | +8.5% |
| 6M | +1.9% | +36.8% | -34.9% | -3.5% |
| YTD | +20.3% | +23.8% | -3.5% | +15.5% |
| 1Y | +35.6% | +37.8% | -2.2% | +27.5% |
| 3Y | +43.4% | -15.9% | +59.3% | +41.7% |
| 5Y | +55.9% | -25.8% | +81.8% | +58.8% |
| All | +81.1% | +321.8% | -240.7% | -1.3% |
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