-13.4%
WST vs AEE
+49.7%
-63.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | -0.3% | +1.3% | -1.6% | -0.5% |
| 30D | -4.6% | -1.2% | -3.4% | -4.4% |
| 3M | +5.7% | +1.0% | +4.7% | +5.3% |
| 6M | +37.6% | -2.3% | +39.8% | +37.9% |
| YTD | +23.0% | +9.1% | +13.9% | +20.6% |
| 1Y | +33.8% | +10.6% | +23.3% | +30.6% |
| 3Y | -13.4% | +48.5% | -61.8% | -20.8% |
| All | -13.4% | +49.7% | -63.0% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling