+1,910.7%
AEIS vs WST
+9,381.9%
-7,471.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +5.1% |
| 7D | -11.3% | -3.1% | -8.2% | -9.6% |
| 30D | -32.6% | +9.1% | -41.7% | -35.5% |
| 3M | -39.2% | +14.7% | -53.8% | -43.6% |
| 6M | -45.4% | +28.0% | -73.4% | -52.4% |
| YTD | -5.8% | +45.6% | -51.5% | -24.2% |
| 1Y | -10.0% | +45.7% | -55.6% | -27.7% |
| 3Y | +121.2% | +21.1% | +100.1% | +62.3% |
| 5Y | +110.6% | +0.3% | +110.3% | +63.3% |
| 10Y | +326.6% | +449.0% | -122.4% | -2.5% |
| All | +1,910.7% | +9,381.9% | -7,471.3% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling