+64.0%
AFL vs WST
-15.5%
+79.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.7% |
| 7D | -0.7% | -0.3% | -0.5% | -0.7% |
| 30D | -7.1% | -4.6% | -2.5% | -6.9% |
| 3M | +0.4% | +5.7% | -5.3% | +0.1% |
| 6M | +4.5% | +37.6% | -33.0% | +2.8% |
| YTD | +6.1% | +23.0% | -17.0% | +4.9% |
| 1Y | +10.6% | +33.8% | -23.3% | +8.7% |
| 3Y | +64.0% | -13.4% | +77.4% | +66.0% |
| All | +64.0% | -15.5% | +79.6% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling