+333.6%
WST vs EFV
+167.0%
+166.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +0.4% | -2.0% | +2.4% | +1.6% |
| 30D | -2.0% | -0.2% | -1.8% | -1.9% |
| 3M | +4.1% | +9.1% | -5.0% | -1.1% |
| 6M | +47.4% | +11.7% | +35.7% | +37.9% |
| YTD | +25.4% | +17.0% | +8.4% | +14.1% |
| 1Y | +35.3% | +26.7% | +8.6% | +17.6% |
| 3Y | -11.7% | +90.2% | -101.8% | -39.7% |
| 5Y | -24.0% | +96.1% | -120.1% | -49.6% |
| All | +333.6% | +167.0% | +166.6% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EFV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling