+100.9%
AAOI vs WST
+47.3%
+53.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.8% | -7.4% |
| 7D | -27.9% | +1.3% | -29.2% | -28.0% |
| 30D | -51.2% | +8.5% | -59.7% | -51.7% |
| 3M | -55.0% | +17.2% | -72.2% | -55.9% |
| 6M | -65.7% | +36.3% | -102.0% | -67.6% |
| YTD | +70.0% | +48.9% | +21.1% | +50.8% |
| 1Y | +100.9% | +42.9% | +58.0% | +80.9% |
| All | +100.9% | +47.3% | +53.6% | +80.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling