+43.3%
AMAT vs WST
+42.2%
+1.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.4% | +3.6% |
| 7D | -14.7% | -3.1% | -11.6% | -13.8% |
| 30D | -36.1% | +9.1% | -45.2% | -37.2% |
| 3M | -36.9% | +14.7% | -51.5% | -38.8% |
| 6M | -22.2% | +28.0% | -50.2% | -26.8% |
| YTD | +29.9% | +45.6% | -15.7% | +16.4% |
| 1Y | +43.3% | +45.7% | -2.4% | +28.4% |
| All | +43.3% | +42.2% | +1.1% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling