+747.7%
EEM vs WST
+10,397.3%
-9,649.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.5% | +1.8% |
| 7D | -0.1% | +1.3% | -1.4% | -0.5% |
| 30D | -8.6% | +12.9% | -21.5% | -12.2% |
| 3M | -7.0% | +16.7% | -23.7% | -11.7% |
| 6M | -9.7% | +26.8% | -36.5% | -16.9% |
| YTD | +12.1% | +50.5% | -38.4% | -3.3% |
| 1Y | +14.1% | +52.9% | -38.8% | -2.3% |
| 3Y | +72.1% | +23.9% | +48.2% | +42.6% |
| 5Y | +34.1% | +1.0% | +33.1% | +15.2% |
| 10Y | +109.6% | +451.4% | -341.8% | -23.2% |
| All | +747.7% | +10,397.3% | -9,649.6% | +12.5% |
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