+133.7%
AFL vs WST
-25.8%
+159.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.8% |
| 3M | +0.4% | +5.7% | -5.3% | -0.1% |
| 6M | +4.5% | +37.6% | -33.0% | +1.6% |
| YTD | +6.1% | +23.0% | -17.0% | +4.0% |
| 1Y | +10.6% | +33.8% | -23.3% | +7.4% |
| 3Y | +64.0% | -13.4% | +77.4% | +62.2% |
| 5Y | +133.7% | -27.0% | +160.7% | +120.6% |
| All | +133.7% | -25.8% | +159.5% | +120.6% |
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