+2,252.4%
AEP vs WST
+14,518.0%
-12,265.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | -2.8% | -3.1% | +0.3% | -2.3% |
| 30D | +3.6% | +9.1% | -5.4% | +2.2% |
| 3M | +1.8% | +14.7% | -12.9% | -0.6% |
| 6M | -3.1% | +28.0% | -31.1% | -7.2% |
| YTD | +12.2% | +45.6% | -33.4% | +4.8% |
| 1Y | +9.1% | +45.7% | -36.5% | +1.8% |
| 3Y | +77.9% | +21.1% | +56.8% | +63.2% |
| 5Y | +78.1% | +0.3% | +77.8% | +65.7% |
| 10Y | +187.8% | +449.0% | -261.2% | +88.5% |
| All | +2,252.4% | +14,518.0% | -12,265.7% | +795.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling