+65.6%
AEP vs WST
-25.8%
+91.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +2.0% | -0.3% | +2.3% | +2.0% |
| 30D | +0.5% | -4.6% | +5.1% | +0.9% |
| 3M | -0.3% | +5.7% | -6.0% | -0.8% |
| 6M | -3.5% | +37.6% | -41.0% | -6.0% |
| YTD | +11.3% | +23.0% | -11.8% | +9.2% |
| 1Y | +20.2% | +33.8% | -13.6% | +17.0% |
| 3Y | +79.8% | -13.4% | +93.1% | +78.7% |
| 5Y | +65.6% | -27.0% | +92.5% | +56.1% |
| All | +65.6% | -25.8% | +91.3% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling