+177.7%
AEP vs WST
+325.7%
-148.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.9% | -1.7% | +2.6% | +1.1% |
| 30D | +1.5% | -4.3% | +5.8% | +2.0% |
| 3M | -1.7% | +0.7% | -2.4% | -1.9% |
| 6M | -4.0% | +36.0% | -40.1% | -8.0% |
| YTD | +10.6% | +22.7% | -12.1% | +7.3% |
| 1Y | +18.6% | +34.1% | -15.5% | +13.4% |
| 3Y | +78.7% | -13.6% | +92.3% | +76.2% |
| 5Y | +65.1% | -26.0% | +91.1% | +64.1% |
| 10Y | +177.7% | +335.8% | -158.0% | +89.4% |
| All | +177.7% | +325.7% | -148.0% | +89.4% |
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