+199.0%
AMD vs WST
-0.1%
+199.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.9% | +9.2% | +10.4% |
| 7D | -11.0% | -3.1% | -7.9% | -9.9% |
| 30D | -30.5% | +9.1% | -39.6% | -32.1% |
| 3M | -8.2% | +14.7% | -22.9% | -12.0% |
| 6M | +6.6% | +28.0% | -21.4% | -1.6% |
| YTD | +109.7% | +45.6% | +64.0% | +84.6% |
| 1Y | +88.9% | +45.7% | +43.3% | +66.0% |
| 3Y | +301.8% | +21.1% | +280.7% | +233.4% |
| All | +199.0% | -0.1% | +199.2% | +171.9% |
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