+37.8%
WST vs AEE
+8.8%
+29.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | -3.1% | -2.3% | -0.9% | -2.8% |
| 3M | +7.2% | +0.2% | +7.0% | +6.8% |
| 6M | +36.8% | -4.7% | +41.6% | +36.6% |
| YTD | +23.8% | +8.1% | +15.7% | +24.2% |
| 1Y | +37.8% | +8.5% | +29.2% | +38.2% |
| All | +37.8% | +8.8% | +29.0% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling