+428.5%
AME vs WST
+325.7%
+102.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +1.3% | -1.7% | +3.0% | +1.7% |
| 30D | -6.6% | -4.3% | -2.3% | -5.6% |
| 3M | +3.0% | +0.7% | +2.2% | +2.6% |
| 6M | +5.3% | +36.0% | -30.7% | -2.4% |
| YTD | +15.4% | +22.7% | -7.3% | +9.3% |
| 1Y | +26.8% | +34.1% | -7.3% | +17.2% |
| 3Y | +56.5% | -13.6% | +70.1% | +52.3% |
| 5Y | +85.2% | -26.0% | +111.2% | +85.7% |
| 10Y | +428.5% | +335.8% | +92.8% | +182.5% |
| All | +428.5% | +325.7% | +102.9% | +182.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling