+149.1%
AFL vs WST
+1.1%
+148.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.7% |
| 7D | +0.5% | +1.3% | -0.8% | +0.4% |
| 30D | +9.3% | +12.9% | -3.5% | +8.2% |
| 3M | +1.0% | +16.7% | -15.7% | -0.3% |
| 6M | +11.8% | +26.8% | -15.0% | +9.5% |
| YTD | +15.3% | +50.5% | -35.2% | +11.0% |
| 1Y | +12.1% | +52.9% | -40.8% | +7.7% |
| 3Y | +65.0% | +23.9% | +41.1% | +56.4% |
| 5Y | +149.1% | +1.0% | +148.1% | +137.7% |
| All | +149.1% | +1.1% | +148.1% | +137.7% |
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