+247.2%
AMAT vs WST
-25.7%
+272.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.5% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | -14.8% | -3.1% | -11.6% | -14.1% |
| 3M | -9.3% | +7.2% | -16.5% | -11.1% |
| 6M | +27.4% | +36.8% | -9.4% | +16.3% |
| YTD | +77.6% | +23.8% | +53.7% | +66.2% |
| 1Y | +188.9% | +37.8% | +151.2% | +161.8% |
| 3Y | +202.3% | -15.9% | +218.2% | +201.8% |
| All | +247.2% | -25.7% | +272.9% | +239.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling