+11.1%
AG vs WST
-0.1%
+11.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.4% |
| 7D | +6.3% | -3.1% | +9.4% | +7.1% |
| 30D | -8.9% | +9.1% | -18.0% | -10.6% |
| 3M | -12.2% | +14.7% | -26.9% | -14.8% |
| 6M | -28.3% | +28.0% | -56.3% | -32.1% |
| YTD | -8.8% | +45.6% | -54.5% | -16.6% |
| 1Y | +39.4% | +45.7% | -6.3% | +27.4% |
| 3Y | +229.4% | +21.1% | +208.3% | +191.3% |
| All | +11.1% | -0.1% | +11.3% | -2.8% |
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