-98.7%
AMC vs WST
+466.7%
-565.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.3% | +5.0% | +7.6% |
| 7D | +6.6% | +1.3% | +5.3% | +6.4% |
| 30D | +14.1% | +12.9% | +1.2% | +11.5% |
| 3M | +31.3% | +16.7% | +14.6% | +27.4% |
| 6M | +126.7% | +26.8% | +99.8% | +115.3% |
| YTD | +117.9% | +50.5% | +67.5% | +98.8% |
| 1Y | +41.1% | +52.9% | -11.8% | +28.1% |
| 3Y | -61.0% | +23.9% | -84.9% | -65.4% |
| 5Y | -99.1% | +1.0% | -100.2% | -99.3% |
| 10Y | -98.7% | +451.4% | -550.1% | -99.3% |
| All | -98.7% | +466.7% | -565.4% | -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