+96,674.4%
AMAT vs WST
+14,250.0%
+82,424.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.0% | -9.6% | -12.0% |
| 7D | -24.3% | -5.8% | -18.5% | -22.3% |
| 30D | -39.8% | +5.3% | -45.1% | -40.9% |
| 3M | -40.2% | +11.8% | -52.0% | -42.9% |
| 6M | -22.1% | +26.7% | -48.8% | -29.5% |
| YTD | +24.7% | +43.0% | -18.3% | +6.5% |
| 1Y | +33.3% | +38.9% | -5.6% | +15.0% |
| 3Y | +133.9% | +18.2% | +115.7% | +91.7% |
| 5Y | +117.1% | -1.5% | +118.6% | +87.9% |
| 10Y | +1,158.7% | +439.0% | +719.7% | +406.8% |
| All | +96,674.4% | +14,250.0% | +82,424.4% | +10,410.5% |
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