-26.0%
WST vs EFV
+95.4%
-121.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.4% |
| 7D | -1.7% | -0.5% | -1.1% | -1.3% |
| 30D | -4.3% | 0.0% | -4.3% | -4.3% |
| 3M | +0.7% | +8.4% | -7.7% | -4.8% |
| 6M | +36.0% | +12.3% | +23.7% | +25.0% |
| YTD | +22.7% | +17.4% | +5.4% | +9.3% |
| 1Y | +34.1% | +27.1% | +7.0% | +12.9% |
| 3Y | -13.6% | +90.7% | -104.3% | -46.7% |
| 5Y | -26.0% | +95.6% | -121.6% | -59.0% |
| All | -26.0% | +95.4% | -121.4% | -59.0% |
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