+100.3%
AMCR vs WST
+1,936.6%
-1,836.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -2.4% | +4.2% | -6.6% | -3.0% |
| 30D | +3.6% | +11.2% | -7.6% | +2.0% |
| 3M | -4.2% | +20.4% | -24.6% | -6.8% |
| 6M | +15.5% | +37.9% | -22.4% | +10.0% |
| YTD | +9.7% | +51.8% | -42.1% | +2.8% |
| 1Y | +8.3% | +56.6% | -48.3% | +1.0% |
| 3Y | +15.4% | +24.2% | -8.9% | +7.0% |
| 5Y | -9.1% | +0.7% | -9.8% | -15.1% |
| 10Y | +18.6% | +456.3% | -437.6% | -4.2% |
| All | +100.3% | +1,936.6% | -1,836.3% | +63.1% |
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