+1,295.9%
EME vs WST
+332.3%
+963.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | +2.7% | -1.7% | +4.4% | +3.1% |
| 30D | -6.8% | -4.3% | -2.5% | -6.0% |
| 3M | -8.8% | +0.7% | -9.6% | -9.1% |
| 6M | +5.0% | +36.0% | -31.0% | -1.9% |
| YTD | +23.5% | +22.7% | +0.7% | +17.6% |
| 1Y | +21.3% | +34.1% | -12.8% | +13.2% |
| 3Y | +241.1% | -13.6% | +254.6% | +233.2% |
| 5Y | +549.2% | -26.0% | +575.1% | +550.3% |
| All | +1,295.9% | +332.3% | +963.6% | +583.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling