+224.6%
ESI vs WST
+685.8%
-461.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | +3.3% | +0.7% | +2.6% | +3.1% |
| 30D | -5.9% | -3.1% | -2.7% | -5.0% |
| 3M | -14.1% | +7.2% | -21.3% | -16.0% |
| 6M | +6.6% | +36.8% | -30.2% | -3.8% |
| YTD | +45.0% | +23.8% | +21.2% | +34.8% |
| 1Y | +41.5% | +37.8% | +3.7% | +26.9% |
| 3Y | +78.8% | -15.9% | +94.7% | +74.0% |
| 5Y | +70.9% | -25.8% | +96.7% | +68.8% |
| 10Y | +317.1% | +319.6% | -2.5% | +77.0% |
| All | +224.6% | +685.8% | -461.1% | +7.3% |
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 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