+335.2%
AEIS vs WST
+456.5%
-121.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.4% |
| 7D | +11.5% | +4.2% | +7.3% | +10.2% |
| 30D | -15.8% | +11.2% | -27.0% | -18.3% |
| 3M | -33.3% | +20.4% | -53.7% | -37.1% |
| 6M | -35.2% | +37.9% | -73.1% | -41.4% |
| YTD | +5.0% | +51.8% | -46.8% | -8.5% |
| 1Y | +8.5% | +56.6% | -48.2% | -6.5% |
| 3Y | +152.9% | +24.2% | +128.7% | +111.7% |
| 5Y | +144.6% | +0.7% | +144.0% | +119.1% |
| All | +335.2% | +456.5% | -121.4% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling