+331.1%
AMD vs WST
-15.6%
+346.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +4.8% |
| 7D | +2.6% | +0.7% | +1.8% | +2.4% |
| 30D | -0.9% | -3.1% | +2.2% | -0.4% |
| 3M | -8.7% | +7.2% | -15.9% | -9.9% |
| 6M | +136.3% | +36.8% | +99.5% | +124.1% |
| YTD | +123.0% | +23.8% | +99.1% | +114.2% |
| 1Y | +195.2% | +37.8% | +157.4% | +177.3% |
| All | +331.1% | -15.6% | +346.7% | +340.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling