-35.2%
AAL vs WST
+1.0%
-36.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.3% |
| 7D | -0.1% | +4.2% | -4.3% | -0.9% |
| 30D | +11.7% | +11.2% | +0.5% | +9.3% |
| 3M | -12.5% | +20.4% | -32.9% | -15.9% |
| 6M | +3.6% | +37.9% | -34.3% | -3.3% |
| YTD | -14.1% | +51.8% | -65.9% | -21.6% |
| 1Y | +0.8% | +56.6% | -55.9% | -8.7% |
| 3Y | +11.8% | +24.2% | -12.4% | -0.3% |
| All | -35.2% | +1.0% | -36.1% | -44.4% |
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