+86.2%
AEP vs WST
+1.0%
+85.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | +2.9% | +4.2% | -1.3% | +2.5% |
| 30D | +3.2% | +11.2% | -8.0% | +2.3% |
| 3M | +3.8% | +20.4% | -16.6% | +2.3% |
| 6M | +2.5% | +37.9% | -35.4% | -0.2% |
| YTD | +15.5% | +51.8% | -36.3% | +11.4% |
| 1Y | +9.6% | +56.6% | -47.0% | +5.4% |
| 3Y | +91.2% | +24.2% | +66.9% | +82.2% |
| All | +86.2% | +1.0% | +85.3% | +73.7% |
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