+346.7%
EWZ vs WST
+10,384.6%
-10,037.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.2% |
| 7D | -4.2% | -5.8% | +1.6% | -2.3% |
| 30D | -26.1% | +5.3% | -31.5% | -27.5% |
| 3M | -12.0% | +11.8% | -23.9% | -15.4% |
| 6M | -19.3% | +26.7% | -46.0% | -25.8% |
| YTD | +0.9% | +43.0% | -42.1% | -11.9% |
| 1Y | +3.4% | +38.9% | -35.5% | -9.0% |
| 3Y | +18.6% | +18.2% | +0.4% | -1.0% |
| 5Y | +56.6% | -1.5% | +58.1% | +33.9% |
| 10Y | +50.3% | +439.0% | -388.7% | -46.3% |
| All | +346.7% | +10,384.6% | -10,037.9% | -58.3% |
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 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