+356.2%
AEIS vs WST
+446.4%
-90.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -6.9% | +1.4% | -8.3% | -7.1% |
| 30D | -23.2% | +12.7% | -35.9% | -25.8% |
| 3M | -29.5% | +17.2% | -46.6% | -32.9% |
| 6M | -37.9% | +26.7% | -64.6% | -42.4% |
| YTD | +6.0% | +50.3% | -44.3% | -7.3% |
| 1Y | +1.2% | +50.2% | -49.0% | -11.5% |
| 3Y | +150.0% | +21.7% | +128.2% | +111.0% |
| 5Y | +141.9% | +2.0% | +139.8% | +114.6% |
| 10Y | +356.2% | +451.1% | -94.9% | +46.3% |
| All | +356.2% | +446.4% | -90.2% | +46.3% |
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