+8.5%
AEIS vs WST
+54.9%
-46.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.4% |
| 7D | +11.5% | +4.2% | +7.3% | +10.0% |
| 30D | -15.8% | +11.2% | -27.0% | -18.1% |
| 3M | -33.3% | +20.4% | -53.7% | -36.8% |
| 6M | -35.2% | +37.9% | -73.1% | -41.3% |
| YTD | +5.0% | +51.8% | -46.8% | -9.2% |
| 1Y | +8.5% | +56.6% | -48.2% | -7.3% |
| All | +8.5% | +54.9% | -46.5% | -7.3% |
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 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