+2,911.2%
WST vs EFV
+258.8%
+2,652.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +0.7% | +1.5% | -0.8% | -0.1% |
| 30D | -3.1% | +1.7% | -4.9% | -4.1% |
| 3M | +7.2% | +8.6% | -1.4% | +2.1% |
| 6M | +36.8% | +11.7% | +25.1% | +28.0% |
| YTD | +23.8% | +19.3% | +4.6% | +11.5% |
| 1Y | +37.8% | +30.2% | +7.6% | +18.0% |
| 3Y | -15.9% | +91.6% | -107.5% | -42.7% |
| 5Y | -25.8% | +96.4% | -122.2% | -50.3% |
| 10Y | +319.6% | +166.5% | +153.1% | +129.9% |
| All | +2,911.2% | +258.8% | +2,652.3% | +1,070.2% |
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