+10.5%
AMCR vs WST
+49.0%
-38.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | -4.5% | +4.9% | -9.3% | -5.7% |
| 30D | +4.9% | +10.7% | -5.8% | +2.1% |
| 3M | -4.6% | +16.8% | -21.4% | -8.4% |
| 6M | +15.2% | +32.0% | -16.8% | +6.6% |
| YTD | +9.7% | +49.9% | -40.2% | -2.3% |
| 1Y | +10.5% | +50.6% | -40.1% | -1.8% |
| All | +10.5% | +49.0% | -38.5% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling