-15.5%
WST vs AHR
+356.1%
-371.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +1.8% | -2.1% | +3.9% | +2.0% |
| 30D | -1.7% | +1.9% | -3.6% | -1.9% |
| 3M | +4.9% | +15.7% | -10.8% | +3.5% |
| 6M | +45.5% | +2.5% | +43.0% | +44.3% |
| YTD | +26.1% | +15.0% | +11.1% | +24.3% |
| 1Y | +31.7% | +28.1% | +3.6% | +28.6% |
| All | -15.5% | +356.1% | -371.6% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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