-17.4%
AA vs WST
+1.0%
-18.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.1% |
| 7D | +0.5% | +4.2% | -3.7% | -0.6% |
| 30D | -0.6% | +11.2% | -11.8% | -3.4% |
| 3M | -19.7% | +20.4% | -40.0% | -23.7% |
| 6M | -41.6% | +37.9% | -79.5% | -46.7% |
| YTD | -24.6% | +51.8% | -76.4% | -33.6% |
| 1Y | +4.9% | +56.6% | -51.8% | -8.5% |
| 3Y | +66.8% | +24.2% | +42.6% | +41.6% |
| All | -17.4% | +1.0% | -18.3% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling