+1,162.1%
AMAT vs WST
+441.1%
+721.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.4% | +3.5% |
| 7D | -14.7% | -3.1% | -11.6% | -13.5% |
| 30D | -36.1% | +9.1% | -45.2% | -38.0% |
| 3M | -36.9% | +14.7% | -51.5% | -40.1% |
| 6M | -22.2% | +28.0% | -50.2% | -29.3% |
| YTD | +29.9% | +45.6% | -15.7% | +11.5% |
| 1Y | +43.3% | +45.7% | -2.4% | +22.8% |
| 3Y | +142.7% | +21.1% | +121.6% | +98.5% |
| 5Y | +126.2% | +0.3% | +125.9% | +97.8% |
| All | +1,162.1% | +441.1% | +721.0% | +290.3% |
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