+786.6%
AAOI vs WST
-11.8%
+798.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.5% | -4.6% |
| 7D | +2.9% | +0.4% | +2.5% | +2.8% |
| 30D | -23.1% | -2.0% | -21.1% | -22.9% |
| 3M | -41.0% | +4.1% | -45.1% | -41.3% |
| 6M | -14.3% | +47.4% | -61.7% | -20.5% |
| YTD | +196.3% | +25.4% | +170.9% | +182.0% |
| 1Y | +272.6% | +35.3% | +237.3% | +249.0% |
| All | +786.6% | -11.8% | +798.4% | +570.1% |
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