+336.1%
WST vs AEE
+191.1%
+144.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.8% | -0.8% | +2.6% | +2.1% |
| 30D | -1.7% | -2.9% | +1.2% | -0.7% |
| 3M | +4.9% | -2.4% | +7.3% | +5.6% |
| 6M | +45.5% | -2.7% | +48.2% | +46.5% |
| YTD | +26.1% | +7.3% | +18.9% | +22.3% |
| 1Y | +31.7% | +7.5% | +24.1% | +27.3% |
| 3Y | -12.1% | +46.2% | -58.3% | -25.6% |
| 5Y | -23.6% | +39.7% | -63.3% | -34.4% |
| All | +336.1% | +191.1% | +144.9% | +220.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling