-56.6%
ACHR vs WST
+52.6%
-109.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.4% | -10.5% | -10.8% |
| 7D | +11.9% | +4.9% | +7.0% | +10.3% |
| 30D | -2.5% | +10.7% | -13.2% | -5.4% |
| 3M | -31.2% | +16.8% | -48.0% | -34.5% |
| 6M | -32.2% | +32.0% | -64.2% | -38.2% |
| YTD | -42.4% | +49.9% | -92.3% | -50.1% |
| 1Y | -49.9% | +50.6% | -100.6% | -56.7% |
| 3Y | -12.9% | +21.4% | -34.3% | -26.1% |
| 5Y | -24.6% | -0.6% | -24.0% | -30.6% |
| All | -56.6% | +52.6% | -109.2% | -68.2% |
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