+432.5%
EWZ vs WST
+8,981.9%
-8,549.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +6.5% | +0.7% | +5.8% | +6.2% |
| 30D | +4.8% | -3.1% | +8.0% | +5.9% |
| 3M | +9.9% | +7.2% | +2.7% | +7.0% |
| 6M | +1.9% | +36.8% | -34.9% | -9.1% |
| YTD | +20.3% | +23.8% | -3.5% | +10.4% |
| 1Y | +35.6% | +37.8% | -2.2% | +19.1% |
| 3Y | +43.4% | -15.9% | +59.3% | +35.9% |
| 5Y | +55.9% | -25.8% | +81.8% | +48.1% |
| 10Y | +84.2% | +319.6% | -235.4% | -27.4% |
| All | +432.5% | +8,981.9% | -8,549.4% | -47.8% |
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