+102.5%
AMDL vs WST
+7.9%
+94.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +1.2% | -18.8% | -18.0% |
| 7D | +37.2% | +4.2% | +33.0% | +35.4% |
| 30D | -24.0% | +11.2% | -35.3% | -25.7% |
| 3M | -1.0% | +20.4% | -21.4% | -5.7% |
| 6M | -3.2% | +37.9% | -41.1% | -11.7% |
| YTD | +232.2% | +51.8% | +180.4% | +193.0% |
| 1Y | +137.7% | +56.6% | +81.1% | +107.5% |
| All | +102.5% | +7.9% | +94.6% | +101.3% |
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 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