+125.7%
EEM vs WST
+341.6%
-216.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.3% | -2.5% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +2.4% | -2.0% | +4.4% | +2.7% |
| 3M | +4.2% | +4.1% | +0.1% | +3.3% |
| 6M | +14.8% | +47.4% | -32.7% | +6.8% |
| YTD | +23.1% | +25.4% | -2.3% | +17.6% |
| 1Y | +32.5% | +35.3% | -2.8% | +24.5% |
| 3Y | +85.9% | -11.7% | +97.6% | +81.3% |
| 5Y | +43.6% | -24.0% | +67.6% | +42.4% |
| All | +125.7% | +341.6% | -216.0% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling