-2.1%
EME vs WST
+47.3%
-49.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.4% | -10.1% | -9.7% |
| 7D | -5.8% | +1.3% | -7.1% | -6.0% |
| 30D | -17.9% | +8.5% | -26.4% | -19.0% |
| 3M | -22.0% | +17.2% | -39.2% | -24.0% |
| 6M | -29.7% | +36.3% | -66.0% | -33.6% |
| YTD | +4.7% | +48.9% | -44.2% | -4.8% |
| 1Y | -2.1% | +42.9% | -45.0% | -10.3% |
| All | -2.1% | +47.3% | -49.4% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling