+45.0%
AA vs WST
+446.4%
-401.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | +1.2% | +1.4% | -0.1% | +0.9% |
| 30D | -5.0% | +12.7% | -17.7% | -8.0% |
| 3M | -22.2% | +17.2% | -39.4% | -25.5% |
| 6M | -36.3% | +26.7% | -63.0% | -40.5% |
| YTD | -24.2% | +50.3% | -74.5% | -32.9% |
| 1Y | +3.9% | +50.2% | -46.4% | -8.1% |
| 3Y | +67.6% | +21.7% | +45.9% | +45.5% |
| 5Y | -8.8% | +2.0% | -10.9% | -20.4% |
| 10Y | +45.0% | +451.1% | -406.1% | -36.4% |
| All | +45.0% | +446.4% | -401.4% | -36.4% |
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 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