+6,351.7%
AMD vs WST
+441.1%
+5,910.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.9% | +9.2% | +10.2% |
| 7D | -11.0% | -3.1% | -7.9% | -9.3% |
| 30D | -30.5% | +9.1% | -39.6% | -32.9% |
| 3M | -8.2% | +14.7% | -22.9% | -13.8% |
| 6M | +6.6% | +28.0% | -21.4% | -5.5% |
| YTD | +109.7% | +45.6% | +64.0% | +72.8% |
| 1Y | +88.9% | +45.7% | +43.3% | +55.1% |
| 3Y | +301.8% | +21.1% | +280.7% | +204.7% |
| 5Y | +229.4% | +0.3% | +229.0% | +178.8% |
| All | +6,351.7% | +441.1% | +5,910.6% | +1,145.5% |
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