+20,769.2%
AFL vs WST
+15,004.7%
+5,764.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.4% | +1.1% | +0.4% | +1.1% |
| 30D | +9.7% | +12.4% | -2.7% | +6.2% |
| 3M | +5.5% | +17.6% | -12.1% | +0.8% |
| 6M | +11.2% | +28.3% | -17.1% | +3.4% |
| YTD | +17.1% | +50.5% | -33.4% | +3.3% |
| 1Y | +14.0% | +49.4% | -35.3% | +0.7% |
| 3Y | +66.3% | +21.9% | +44.4% | +43.0% |
| 5Y | +152.7% | +0.4% | +152.3% | +122.4% |
| 10Y | +341.3% | +451.5% | -110.2% | +101.6% |
| All | +20,769.2% | +15,004.7% | +5,764.6% | +4,301.1% |
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