+137,736.4%
AMAT vs WST
+12,330.1%
+125,406.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -14.8% | -3.1% | -11.6% | -13.7% |
| 3M | -9.3% | +7.2% | -16.5% | -11.9% |
| 6M | +27.4% | +36.8% | -9.4% | +11.3% |
| YTD | +77.6% | +23.8% | +53.7% | +60.9% |
| 1Y | +188.9% | +37.8% | +151.2% | +149.4% |
| 3Y | +202.3% | -15.9% | +218.2% | +186.5% |
| 5Y | +248.9% | -25.8% | +274.7% | +239.7% |
| 10Y | +1,585.2% | +319.6% | +1,265.6% | +650.6% |
| All | +137,736.4% | +12,330.1% | +125,406.3% | +15,775.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling