+41.5%
ESI vs WST
+37.6%
+3.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | +3.3% | +0.7% | +2.6% | +3.1% |
| 30D | -5.9% | -3.1% | -2.7% | -4.9% |
| 3M | -14.1% | +7.2% | -21.3% | -16.3% |
| 6M | +6.6% | +36.8% | -30.2% | -7.0% |
| YTD | +45.0% | +23.8% | +21.2% | +29.9% |
| 1Y | +41.5% | +37.8% | +3.7% | +20.1% |
| All | +41.5% | +37.6% | +3.9% | +20.1% |
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