+72.1%
EEM vs WST
+20.8%
+51.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.5% | +2.6% |
| 7D | -0.1% | +1.3% | -1.4% | -0.2% |
| 30D | -8.6% | +12.9% | -21.5% | -9.4% |
| 3M | -7.0% | +16.7% | -23.7% | -8.0% |
| 6M | -9.7% | +26.8% | -36.5% | -11.2% |
| YTD | +12.1% | +50.5% | -38.4% | +8.8% |
| 1Y | +14.1% | +52.9% | -38.8% | +10.5% |
| 3Y | +72.1% | +23.9% | +48.2% | +58.1% |
| All | +72.1% | +20.8% | +51.3% | +58.1% |
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