+1,314.2%
AAOI vs WST
-23.9%
+1,338.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | -0.2% | +1.8% | -2.0% | -0.8% |
| 30D | -23.7% | -1.7% | -22.0% | -23.3% |
| 3M | -39.0% | +4.9% | -43.9% | -40.0% |
| 6M | -17.0% | +45.5% | -62.6% | -28.7% |
| YTD | +202.2% | +26.1% | +176.1% | +172.9% |
| 1Y | +292.4% | +31.7% | +260.7% | +246.3% |
| 3Y | +804.4% | -12.1% | +816.5% | +754.7% |
| All | +1,314.2% | -23.9% | +1,338.2% | +1,405.6% |
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