-17.0%
ACHR vs WST
+19.1%
-36.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.9% | +12.9% | +14.4% |
| 7D | +5.7% | -3.1% | +8.8% | +6.4% |
| 30D | -4.9% | +9.1% | -14.0% | -6.3% |
| 3M | -15.1% | +14.7% | -29.8% | -17.2% |
| 6M | -30.7% | +28.0% | -58.7% | -33.9% |
| YTD | -41.0% | +45.6% | -86.6% | -45.4% |
| 1Y | -50.0% | +45.7% | -95.7% | -53.7% |
| 3Y | -17.0% | +21.1% | -38.1% | -27.2% |
| All | -17.0% | +19.1% | -36.1% | -27.2% |
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 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