-8.7%
AMCR vs WST
-27.5%
+18.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -6.3% | -1.7% | -4.6% | -6.0% |
| 30D | -7.1% | -4.3% | -2.8% | -6.5% |
| 3M | +12.7% | +0.7% | +11.9% | +12.4% |
| 6M | +5.2% | +36.0% | -30.9% | +0.1% |
| YTD | +8.1% | +22.7% | -14.7% | +4.3% |
| 1Y | +11.7% | +34.1% | -22.4% | +6.2% |
| 3Y | +9.9% | -13.6% | +23.5% | +8.3% |
| 5Y | -8.7% | -26.0% | +17.3% | -13.2% |
| All | -8.7% | -27.5% | +18.9% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling