+106.4%
AMCR vs WST
+1,561.7%
-1,455.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -1.9% | +0.7% | -2.6% | -2.0% |
| 30D | -4.1% | -3.1% | -0.9% | -3.6% |
| 3M | +21.7% | +7.2% | +14.5% | +20.3% |
| 6M | +1.5% | +36.8% | -35.3% | -3.3% |
| YTD | +13.1% | +23.8% | -10.7% | +9.2% |
| 1Y | +16.5% | +37.8% | -21.3% | +10.5% |
| 3Y | +10.3% | -15.9% | +26.1% | +8.7% |
| 5Y | -7.7% | -25.8% | +18.2% | -10.0% |
| 10Y | +24.6% | +319.6% | -295.0% | +3.5% |
| All | +106.4% | +1,561.7% | -1,455.2% | +73.3% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling