+8,077.9%
AMD vs WST
+446.4%
+7,631.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +3.2% | +11.5% | +13.2% |
| 7D | +6.5% | +1.4% | +5.1% | +6.4% |
| 30D | -15.3% | +12.7% | -28.0% | -19.4% |
| 3M | +9.7% | +17.2% | -7.4% | +2.2% |
| 6M | +13.2% | +26.7% | -13.5% | +1.1% |
| YTD | +140.6% | +50.3% | +90.3% | +95.7% |
| 1Y | +111.2% | +50.2% | +60.9% | +71.1% |
| 3Y | +334.4% | +21.7% | +312.7% | +231.9% |
| 5Y | +268.3% | +2.0% | +266.3% | +210.8% |
| 10Y | +8,077.9% | +451.1% | +7,626.8% | +1,494.3% |
| All | +8,077.9% | +446.4% | +7,631.6% | +1,494.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling