+87.2%
AEIS vs WST
+35.8%
+51.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.4% | +3.0% |
| 7D | +8.1% | -0.3% | +8.4% | +8.2% |
| 30D | -11.1% | -4.6% | -6.5% | -9.9% |
| 3M | -5.6% | +5.7% | -11.3% | -7.2% |
| 6M | -0.6% | +37.6% | -38.2% | -10.9% |
| YTD | +38.0% | +23.0% | +15.0% | +27.5% |
| 1Y | +87.2% | +33.8% | +53.4% | +68.9% |
| All | +87.2% | +35.8% | +51.5% | +68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling