+342.5%
AFL vs WST
+456.5%
-114.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.7% |
| 7D | +2.9% | +4.2% | -1.4% | +2.3% |
| 30D | +8.0% | +11.2% | -3.3% | +6.4% |
| 3M | +5.9% | +20.4% | -14.5% | +3.2% |
| 6M | +11.6% | +37.9% | -26.2% | +6.6% |
| YTD | +17.5% | +51.8% | -34.3% | +10.3% |
| 1Y | +13.3% | +56.6% | -43.3% | +5.8% |
| 3Y | +67.0% | +24.2% | +42.8% | +54.5% |
| 5Y | +150.6% | +0.7% | +150.0% | +137.6% |
| All | +342.5% | +456.5% | -114.1% | +157.9% |
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