+11,477.5%
AMD vs WST
+12,330.1%
-852.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.1% |
| 7D | +2.6% | +0.7% | +1.8% | +2.2% |
| 30D | -0.9% | -3.1% | +2.2% | +0.5% |
| 3M | -8.7% | +7.2% | -15.9% | -12.1% |
| 6M | +136.3% | +36.8% | +99.5% | +101.9% |
| YTD | +123.0% | +23.8% | +99.1% | +98.1% |
| 1Y | +195.2% | +37.8% | +157.4% | +146.0% |
| 3Y | +336.3% | -15.9% | +352.2% | +305.8% |
| 5Y | +334.5% | -25.8% | +360.3% | +321.5% |
| 10Y | +6,259.1% | +319.6% | +5,939.5% | +2,501.6% |
| All | +11,477.5% | +12,330.1% | -852.7% | +1,106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling