+207.0%
ESI vs WST
+854.8%
-647.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | +1.8% | +1.1% | +0.8% | +1.6% |
| 30D | -6.6% | +12.4% | -19.0% | -9.8% |
| 3M | -9.4% | +17.6% | -26.9% | -13.8% |
| 6M | -24.1% | +28.3% | -52.4% | -29.9% |
| YTD | +37.1% | +50.5% | -13.4% | +20.0% |
| 1Y | +24.5% | +49.4% | -24.8% | +9.3% |
| 3Y | +83.2% | +21.9% | +61.3% | +56.9% |
| 5Y | +44.0% | +0.4% | +43.6% | +28.5% |
| 10Y | +332.8% | +451.5% | -118.7% | +66.8% |
| All | +207.0% | +854.8% | -647.9% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling