-8.2%
AAL vs WST
-15.6%
+7.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -3.7% | +0.7% | -4.5% | -3.9% |
| 30D | -20.8% | -3.1% | -17.7% | -20.4% |
| 3M | -1.3% | +7.2% | -8.5% | -2.5% |
| 6M | +5.4% | +36.8% | -31.4% | +0.4% |
| YTD | -14.4% | +23.8% | -38.2% | -17.6% |
| 1Y | +2.1% | +37.8% | -35.7% | -3.0% |
| All | -8.2% | -15.6% | +7.5% | -14.7% |
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 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