+91.0%
EEM vs WST
-15.5%
+106.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | +3.1% | -0.3% | +3.4% | +3.1% |
| 30D | +4.9% | -4.6% | +9.5% | +5.2% |
| 3M | +5.2% | +5.7% | -0.5% | +4.7% |
| 6M | +20.7% | +37.6% | -16.9% | +17.8% |
| YTD | +26.5% | +23.0% | +3.4% | +24.2% |
| 1Y | +37.8% | +33.8% | +4.0% | +34.5% |
| 3Y | +91.0% | -13.4% | +104.3% | +91.1% |
| All | +91.0% | -15.5% | +106.5% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling