-98.1%
AMC vs WST
+653.4%
-751.5%
-99.8%
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% | +4.5% |
| 7D | +2.3% | +0.7% | +1.6% | +2.1% |
| 30D | -0.7% | -3.1% | +2.4% | 0.0% |
| 3M | +35.2% | +7.2% | +28.0% | +32.5% |
| 6M | +124.6% | +36.8% | +87.8% | +106.8% |
| YTD | +69.9% | +23.8% | +46.0% | +59.8% |
| 1Y | -2.6% | +37.8% | -40.3% | -10.9% |
| 3Y | -79.8% | -15.9% | -63.9% | -80.3% |
| 5Y | -99.4% | -25.8% | -73.6% | -99.4% |
| 10Y | -98.9% | +319.6% | -418.5% | -99.4% |
| All | -98.1% | +653.4% | -751.5% | -99.2% |
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