-17.6%
WST vs AHR
+364.8%
-382.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -0.3% | -3.4% | +3.2% | 0.0% |
| 30D | -4.6% | -3.8% | -0.8% | -4.3% |
| 3M | +5.7% | +20.1% | -14.4% | +4.0% |
| 6M | +37.6% | +7.1% | +30.5% | +36.0% |
| YTD | +23.0% | +17.2% | +5.8% | +21.1% |
| 1Y | +33.8% | +30.4% | +3.4% | +30.4% |
| All | -17.6% | +364.8% | -382.4% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling