-67.8%
AAL vs WST
+448.5%
-516.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | +0.1% | +1.6% |
| 7D | +4.6% | -3.1% | +7.7% | +5.2% |
| 30D | +2.6% | +9.1% | -6.5% | +1.2% |
| 3M | -17.8% | +14.7% | -32.5% | -19.6% |
| 6M | +1.9% | +28.0% | -26.1% | -2.3% |
| YTD | -14.0% | +45.6% | -59.7% | -19.4% |
| 1Y | +0.2% | +45.7% | -45.4% | -6.1% |
| 3Y | +13.0% | +21.1% | -8.0% | +4.4% |
| 5Y | -39.6% | +0.3% | -39.9% | -44.7% |
| All | -67.8% | +448.5% | -516.4% | -79.9% |
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 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