+40.3%
ESI vs WST
+33.7%
+6.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | +3.9% | -1.7% | +5.6% | +4.5% |
| 30D | -3.8% | -4.3% | +0.5% | -2.3% |
| 3M | -13.1% | +0.7% | -13.9% | -13.5% |
| 6M | +11.3% | +36.0% | -24.7% | -2.6% |
| YTD | +44.1% | +22.7% | +21.4% | +29.5% |
| 1Y | +40.3% | +34.1% | +6.2% | +20.9% |
| All | +40.3% | +33.7% | +6.6% | +20.9% |
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 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