+1,321.9%
AMAT vs WST
+456.5%
+865.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -4.0% | -3.2% |
| 7D | +11.4% | +4.2% | +7.1% | +9.7% |
| 30D | -17.0% | +11.2% | -28.3% | -20.0% |
| 3M | -30.6% | +20.4% | -51.0% | -35.3% |
| 6M | -14.9% | +37.9% | -52.8% | -24.7% |
| YTD | +44.7% | +51.8% | -7.1% | +22.4% |
| 1Y | +66.9% | +56.6% | +10.3% | +39.3% |
| 3Y | +153.3% | +24.2% | +129.1% | +106.1% |
| 5Y | +146.2% | +0.7% | +145.6% | +116.9% |
| All | +1,321.9% | +456.5% | +865.4% | +333.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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