+57.2%
AA vs WST
+19.1%
+38.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.6% |
| 7D | +0.9% | -3.1% | +4.0% | +1.4% |
| 30D | -6.7% | +9.1% | -15.8% | -7.9% |
| 3M | -16.3% | +14.7% | -31.0% | -18.1% |
| 6M | -37.1% | +28.0% | -65.1% | -39.6% |
| YTD | -25.0% | +45.6% | -70.7% | -29.8% |
| 1Y | +8.6% | +45.7% | -37.1% | +1.6% |
| 3Y | +57.2% | +21.1% | +36.2% | +25.1% |
| All | +57.2% | +19.1% | +38.2% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling