+92.1%
AMDL vs WST
+6.9%
+85.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +5.4% | +1.4% | +4.0% | +5.9% |
| 30D | -36.6% | +12.7% | -49.3% | -38.2% |
| 3M | -1.0% | +17.2% | -18.1% | -4.8% |
| 6M | -12.1% | +26.7% | -38.8% | -17.6% |
| YTD | +215.1% | +50.3% | +164.8% | +179.1% |
| 1Y | +130.4% | +50.2% | +80.1% | +103.7% |
| All | +92.1% | +6.9% | +85.2% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling