+21.3%
EME vs WST
+33.7%
-12.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.9% |
| 3M | -8.8% | +0.7% | -9.6% | -9.1% |
| 6M | +5.0% | +36.0% | -31.0% | -3.0% |
| YTD | +23.5% | +22.7% | +0.7% | +16.4% |
| 1Y | +21.3% | +34.1% | -12.8% | +12.3% |
| All | +21.3% | +33.7% | -12.4% | +12.3% |
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