+306.8%
ESI vs WST
+321.8%
-15.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | +5.4% | -0.3% | +5.6% | +5.4% |
| 30D | -4.2% | -4.6% | +0.4% | -3.0% |
| 3M | -9.6% | +5.7% | -15.3% | -11.1% |
| 6M | +18.3% | +37.6% | -19.2% | +7.7% |
| YTD | +45.8% | +23.0% | +22.8% | +36.7% |
| 1Y | +39.2% | +33.8% | +5.3% | +27.2% |
| 3Y | +86.3% | -13.4% | +99.6% | +80.1% |
| 5Y | +76.2% | -27.0% | +103.2% | +74.9% |
| 10Y | +306.8% | +324.5% | -17.8% | +91.3% |
| All | +306.8% | +321.8% | -15.1% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling