+291.9%
AA vs WST
+12,330.1%
-12,038.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | +5.0% | -3.1% | +8.1% | +6.1% |
| 3M | -35.8% | +7.2% | -43.0% | -37.6% |
| 6M | -18.4% | +36.8% | -55.2% | -27.8% |
| YTD | -5.5% | +23.8% | -29.3% | -13.6% |
| 1Y | +61.0% | +37.8% | +23.2% | +41.6% |
| 3Y | +66.2% | -15.9% | +82.1% | +59.1% |
| 5Y | +11.4% | -25.8% | +37.2% | +8.3% |
| 10Y | +116.9% | +319.6% | -202.7% | +0.8% |
| All | +291.9% | +12,330.1% | -12,038.2% | -30.7% |
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 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