-98.7%
AMC vs WST
+441.1%
-539.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | +0.1% | +1.6% |
| 7D | +2.6% | -3.1% | +5.7% | +3.4% |
| 30D | +9.0% | +9.1% | -0.1% | +7.2% |
| 3M | +22.2% | +14.7% | +7.5% | +19.0% |
| 6M | +91.5% | +28.0% | +63.5% | +81.4% |
| YTD | +101.3% | +45.6% | +55.6% | +84.8% |
| 1Y | +20.8% | +45.7% | -24.9% | +10.8% |
| 3Y | -71.3% | +21.1% | -92.4% | -74.5% |
| 5Y | -99.2% | +0.3% | -99.6% | -99.3% |
| All | -98.7% | +441.1% | -539.9% | -99.3% |
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