+983.6%
AAOI vs WST
+786.1%
+197.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +4.7% | -1.7% | +6.3% | +5.3% |
| 30D | -18.7% | -4.3% | -14.4% | -17.3% |
| 3M | -33.7% | +0.7% | -34.5% | -33.9% |
| 6M | -2.4% | +36.0% | -38.5% | -15.8% |
| YTD | +209.6% | +22.7% | +186.9% | +178.5% |
| 1Y | +355.0% | +34.1% | +320.9% | +291.3% |
| 3Y | +814.7% | -13.6% | +828.2% | +748.7% |
| 5Y | +1,298.1% | -26.0% | +1,324.0% | +1,305.3% |
| 10Y | +449.8% | +335.8% | +114.0% | +123.1% |
| All | +983.6% | +786.1% | +197.6% | +253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling