-40.8%
AAL vs WST
-0.1%
-40.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | +0.1% | +1.5% |
| 7D | +4.6% | -3.1% | +7.7% | +5.3% |
| 30D | +2.6% | +9.1% | -6.5% | +0.8% |
| 3M | -17.8% | +14.7% | -32.5% | -20.1% |
| 6M | +1.9% | +28.0% | -26.1% | -3.5% |
| YTD | -14.0% | +45.6% | -59.7% | -20.9% |
| 1Y | +0.2% | +45.7% | -45.4% | -7.9% |
| 3Y | +13.0% | +21.1% | -8.0% | +1.1% |
| All | -40.8% | -0.1% | -40.6% | -48.4% |
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