+47.6%
AMDL vs WST
+3.6%
+44.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +1.9% | +20.4% | +21.7% |
| 7D | -26.2% | -3.1% | -23.1% | -24.9% |
| 30D | -57.1% | +9.1% | -66.2% | -57.8% |
| 3M | -29.8% | +14.7% | -44.5% | -32.2% |
| 6M | -22.2% | +28.0% | -50.2% | -27.4% |
| YTD | +142.1% | +45.6% | +96.5% | +116.3% |
| 1Y | +85.8% | +45.7% | +40.2% | +65.8% |
| All | +47.6% | +3.6% | +44.0% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling