+18,884.9%
AME vs WST
+12,330.1%
+6,554.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +0.6% | +0.7% | -0.1% | +0.4% |
| 30D | -6.7% | -3.1% | -3.5% | -5.8% |
| 3M | +4.1% | +7.2% | -3.1% | +1.7% |
| 6M | +1.6% | +36.8% | -35.2% | -7.9% |
| YTD | +16.1% | +23.8% | -7.7% | +8.0% |
| 1Y | +27.3% | +37.8% | -10.4% | +14.2% |
| 3Y | +50.9% | -15.9% | +66.8% | +45.1% |
| 5Y | +81.4% | -25.8% | +107.2% | +76.2% |
| 10Y | +417.0% | +319.6% | +97.4% | +170.2% |
| All | +18,884.9% | +12,330.1% | +6,554.8% | +3,782.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling