+145.7%
AMDL vs WST
+6.6%
+139.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.4% | +12.2% | +12.0% |
| 7D | +103.5% | +4.9% | +98.7% | +100.9% |
| 30D | -18.3% | +10.7% | -29.0% | -19.9% |
| 3M | +20.1% | +16.8% | +3.2% | +15.6% |
| 6M | +15.9% | +32.0% | -16.1% | +7.3% |
| YTD | +303.0% | +49.9% | +253.1% | +257.3% |
| 1Y | +164.0% | +50.6% | +113.3% | +133.4% |
| All | +145.7% | +6.6% | +139.1% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling