+556.6%
EME vs WST
-25.8%
+582.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.6% |
| 7D | +5.2% | -0.3% | +5.4% | +5.2% |
| 30D | -5.4% | -4.6% | -0.7% | -4.7% |
| 3M | -6.1% | +5.7% | -11.8% | -6.9% |
| 6M | +9.7% | +37.6% | -27.9% | +4.5% |
| YTD | +26.6% | +23.0% | +3.5% | +22.3% |
| 1Y | +24.6% | +33.8% | -9.2% | +19.0% |
| 3Y | +249.6% | -13.4% | +262.9% | +244.2% |
| 5Y | +556.6% | -27.0% | +583.5% | +527.4% |
| All | +556.6% | -25.8% | +582.3% | +527.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling