+3,590.6%
WST vs EFV
+249.2%
+3,341.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.0% |
| 7D | +4.2% | +2.5% | +1.7% | +2.8% |
| 30D | +11.2% | +2.9% | +8.3% | +9.4% |
| 3M | +20.4% | -1.4% | +21.8% | +21.3% |
| 6M | +37.9% | +5.5% | +32.3% | +33.4% |
| YTD | +51.8% | +16.1% | +35.7% | +38.8% |
| 1Y | +56.6% | +20.3% | +36.3% | +40.3% |
| 3Y | +24.2% | +90.4% | -66.2% | -15.1% |
| 5Y | +0.7% | +93.5% | -92.8% | -31.9% |
| 10Y | +456.3% | +161.5% | +294.7% | +208.0% |
| All | +3,590.6% | +249.2% | +3,341.4% | +1,355.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling