+416.0%
AAOI vs WST
+344.2%
+71.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | -0.2% | +1.8% | -2.0% | -0.9% |
| 30D | -23.7% | -1.7% | -22.0% | -23.2% |
| 3M | -39.0% | +4.9% | -43.9% | -40.1% |
| 6M | -17.0% | +45.5% | -62.6% | -29.9% |
| YTD | +202.2% | +26.1% | +176.1% | +169.8% |
| 1Y | +292.4% | +31.7% | +260.7% | +241.6% |
| 3Y | +804.4% | -12.1% | +816.5% | +738.7% |
| 5Y | +1,318.0% | -23.6% | +1,341.6% | +1,312.8% |
| All | +416.0% | +344.2% | +71.8% | +124.9% |
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