-65.3%
AAOX vs WST
+41.5%
-106.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.7% | +11.8% | +10.8% |
| 7D | +15.2% | -0.3% | +15.5% | +15.1% |
| 30D | -40.3% | -4.6% | -35.7% | -42.1% |
| 3M | -81.2% | +5.7% | -86.9% | -77.5% |
| All | -65.3% | +41.5% | -106.8% | -60.0% |
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 · Available span rolling