+219.9%
AEIS vs WST
-25.7%
+245.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +3.0% | +0.7% | +2.2% | +2.8% |
| 30D | -14.6% | -3.1% | -11.5% | -14.1% |
| 3M | -12.4% | +7.2% | -19.6% | -13.7% |
| 6M | -15.0% | +36.8% | -51.8% | -20.4% |
| YTD | +34.3% | +23.8% | +10.4% | +28.0% |
| 1Y | +87.4% | +37.8% | +49.6% | +74.8% |
| 3Y | +139.8% | -15.9% | +155.7% | +138.3% |
| All | +219.9% | -25.7% | +245.6% | +202.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling