+66.3%
AA vs WST
+441.1%
-374.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.4% |
| 7D | +0.9% | -3.1% | +4.0% | +1.8% |
| 30D | -6.7% | +9.1% | -15.8% | -8.8% |
| 3M | -16.3% | +14.7% | -31.0% | -19.5% |
| 6M | -37.1% | +28.0% | -65.1% | -41.5% |
| YTD | -25.0% | +45.6% | -70.7% | -33.1% |
| 1Y | +8.6% | +45.7% | -37.1% | -3.2% |
| 3Y | +57.2% | +21.1% | +36.2% | +36.3% |
| 5Y | -13.0% | +0.3% | -13.3% | -23.7% |
| All | +66.3% | +441.1% | -374.8% | -24.7% |
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