+554.7%
AEIS vs WST
+325.7%
+229.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +6.5% | -1.7% | +8.1% | +7.0% |
| 30D | -9.2% | -4.3% | -4.9% | -8.0% |
| 3M | -8.3% | +0.7% | -9.1% | -8.7% |
| 6M | -6.3% | +36.0% | -42.4% | -15.4% |
| YTD | +36.5% | +22.7% | +13.8% | +27.0% |
| 1Y | +84.8% | +34.1% | +50.7% | +66.5% |
| 3Y | +176.6% | -13.6% | +190.2% | +165.1% |
| 5Y | +237.1% | -26.0% | +263.1% | +237.1% |
| 10Y | +554.7% | +335.8% | +218.9% | +148.9% |
| All | +554.7% | +325.7% | +229.0% | +148.9% |
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