+60,787.5%
EME vs WST
+7,655.0%
+53,132.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +1.9% | +0.7% | +1.1% | +1.6% |
| 30D | -8.3% | -3.1% | -5.1% | -7.2% |
| 3M | -10.7% | +7.2% | -18.0% | -13.1% |
| 6M | +1.9% | +36.8% | -34.9% | -9.6% |
| YTD | +23.5% | +23.8% | -0.4% | +13.0% |
| 1Y | +18.0% | +37.8% | -19.8% | +3.4% |
| 3Y | +236.1% | -15.9% | +252.0% | +219.6% |
| 5Y | +527.9% | -25.8% | +553.7% | +500.4% |
| 10Y | +1,252.8% | +319.6% | +933.2% | +451.9% |
| All | +60,787.5% | +7,655.0% | +53,132.5% | +8,605.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling