-26.0%
WST vs AEE
+39.2%
-65.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.7% | +1.1% | -2.7% | -2.0% |
| 30D | -4.3% | 0.0% | -4.3% | -4.3% |
| 3M | +0.7% | -0.9% | +1.7% | +0.8% |
| 6M | +36.0% | -2.4% | +38.4% | +36.7% |
| YTD | +22.7% | +8.6% | +14.1% | +18.5% |
| 1Y | +34.1% | +10.2% | +23.9% | +28.5% |
| 3Y | -13.6% | +47.8% | -61.4% | -27.4% |
| 5Y | -26.0% | +40.1% | -66.1% | -33.8% |
| All | -26.0% | +39.2% | -65.1% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling