+197.1%
ESI vs WST
+854.8%
-657.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.3% | +1.8% | +4.1% |
| 7D | -3.5% | +1.3% | -4.7% | -3.7% |
| 30D | -9.3% | +12.9% | -22.1% | -12.4% |
| 3M | -12.8% | +16.7% | -29.5% | -16.9% |
| 6M | -24.6% | +26.8% | -51.4% | -30.1% |
| YTD | +32.7% | +50.5% | -17.7% | +16.2% |
| 1Y | +20.3% | +52.9% | -32.6% | +4.8% |
| 3Y | +80.2% | +23.9% | +56.3% | +53.4% |
| 5Y | +40.0% | +1.0% | +38.9% | +24.6% |
| 10Y | +310.8% | +451.4% | -140.6% | +58.3% |
| All | +197.1% | +854.8% | -657.6% | -7.5% |
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