+46.1%
ES vs WST
+16.9%
+29.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.1% | +2.2% |
| 7D | +5.9% | -5.8% | +11.7% | +6.1% |
| 30D | +10.2% | +5.3% | +4.9% | +10.1% |
| 3M | +0.4% | +11.8% | -11.4% | +0.1% |
| 6M | +6.9% | +26.7% | -19.8% | +6.2% |
| YTD | +10.5% | +43.0% | -32.5% | +9.4% |
| 1Y | +3.2% | +38.9% | -35.7% | +2.2% |
| All | +46.1% | +16.9% | +29.2% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling