+2,766.8%
AEIS vs WST
+7,962.7%
-5,195.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.8% |
| 7D | +3.0% | +0.7% | +2.2% | +2.6% |
| 30D | -14.6% | -3.1% | -11.5% | -13.3% |
| 3M | -12.4% | +7.2% | -19.6% | -15.9% |
| 6M | -15.0% | +36.8% | -51.8% | -28.9% |
| YTD | +34.3% | +23.8% | +10.4% | +17.9% |
| 1Y | +87.4% | +37.8% | +49.6% | +53.9% |
| 3Y | +139.8% | -15.9% | +155.7% | +117.2% |
| 5Y | +220.7% | -25.8% | +246.6% | +195.3% |
| 10Y | +531.6% | +319.6% | +212.0% | +68.4% |
| All | +2,766.8% | +7,962.7% | -5,195.9% | +10.6% |
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