+318.5%
ESI vs WST
+456.5%
-138.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -1.1% |
| 7D | +5.5% | +4.2% | +1.3% | +4.4% |
| 30D | -7.8% | +11.2% | -19.0% | -10.3% |
| 3M | -15.0% | +20.4% | -35.4% | -19.3% |
| 6M | -24.9% | +37.9% | -62.8% | -31.4% |
| YTD | +33.2% | +51.8% | -18.6% | +17.8% |
| 1Y | +24.9% | +56.6% | -31.7% | +9.6% |
| 3Y | +77.8% | +24.2% | +53.5% | +53.8% |
| 5Y | +37.1% | +0.7% | +36.5% | +23.6% |
| All | +318.5% | +456.5% | -138.0% | +81.0% |
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