+374.7%
AMDL vs WST
+37.6%
+337.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.8% | +10.0% | +9.4% |
| 7D | +4.5% | +0.7% | +3.8% | +4.3% |
| 30D | -4.4% | -3.1% | -1.3% | -3.7% |
| 3M | -30.5% | +7.2% | -37.7% | -31.8% |
| 6M | +300.9% | +36.8% | +264.1% | +278.7% |
| YTD | +219.9% | +23.8% | +196.1% | +196.6% |
| 1Y | +374.7% | +37.8% | +336.9% | +365.3% |
| All | +374.7% | +37.6% | +337.1% | +365.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling