+1,284.9%
EME vs WST
+341.6%
+943.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -8.4% | -2.0% | -6.4% | -8.0% |
| 3M | -3.6% | +4.1% | -7.7% | -4.5% |
| 6M | +3.6% | +47.4% | -43.9% | -4.8% |
| YTD | +22.5% | +25.4% | -2.9% | +16.1% |
| 1Y | +18.2% | +35.3% | -17.1% | +10.1% |
| 3Y | +238.4% | -11.7% | +250.1% | +229.1% |
| 5Y | +550.5% | -24.0% | +574.5% | +547.7% |
| All | +1,284.9% | +341.6% | +943.2% | +575.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling