+0.2%
WST vs EFV
+93.3%
-93.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +1.4% | +2.1% | -0.8% | -0.1% |
| 30D | +12.7% | +3.1% | +9.7% | +10.4% |
| 3M | +17.2% | -1.3% | +18.5% | +18.1% |
| 6M | +26.7% | +6.0% | +20.7% | +21.2% |
| YTD | +50.3% | +15.8% | +34.4% | +34.5% |
| 1Y | +50.2% | +21.1% | +29.1% | +30.2% |
| 3Y | +21.7% | +91.0% | -69.3% | -26.5% |
| All | +0.2% | +93.3% | -93.1% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling