+85.2%
AZO vs WST
-23.9%
+109.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | -3.6% | +1.8% | -5.4% | -3.7% |
| 30D | -5.6% | -1.7% | -3.8% | -5.4% |
| 3M | -6.6% | +4.9% | -11.5% | -7.1% |
| 6M | -22.5% | +45.5% | -68.0% | -25.3% |
| YTD | -15.2% | +26.1% | -41.3% | -17.3% |
| 1Y | -33.9% | +31.7% | -65.6% | -36.0% |
| 3Y | +11.8% | -12.1% | +23.9% | +11.1% |
| All | +85.2% | -23.9% | +109.2% | +96.1% |
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 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