+196.6%
AMD vs WST
-7.2%
+203.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.0% | -13.3% | -16.0% |
| 7D | -28.6% | -5.8% | -22.8% | -27.0% |
| 30D | -37.7% | +5.3% | -43.1% | -38.6% |
| 3M | -16.1% | +11.8% | -27.9% | -18.9% |
| 6M | +13.8% | +26.7% | -12.9% | +5.4% |
| YTD | +88.8% | +43.0% | +45.9% | +67.0% |
| 1Y | +57.8% | +38.9% | +18.9% | +40.6% |
| 3Y | +260.3% | +18.2% | +242.1% | +201.1% |
| 5Y | +196.6% | -1.5% | +198.1% | +161.8% |
| All | +196.6% | -7.2% | +203.9% | +161.8% |
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