+2,214.6%
AEP vs WST
+12,330.1%
-10,115.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +1.8% | +0.7% | +1.0% | +1.7% |
| 30D | -0.8% | -3.1% | +2.3% | -0.3% |
| 3M | -1.8% | +7.2% | -9.0% | -3.1% |
| 6M | -5.4% | +36.8% | -42.2% | -10.5% |
| YTD | +10.4% | +23.8% | -13.4% | +6.0% |
| 1Y | +18.2% | +37.8% | -19.6% | +11.0% |
| 3Y | +79.0% | -15.9% | +94.9% | +75.2% |
| 5Y | +64.8% | -25.8% | +90.7% | +61.6% |
| 10Y | +170.8% | +319.6% | -148.8% | +85.6% |
| All | +2,214.6% | +12,330.1% | -10,115.5% | +805.4% |
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 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