+19,178.1%
AME vs WST
+14,947.6%
+4,230.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | +8.1% | +4.9% | +3.2% | +6.6% |
| 30D | -3.8% | +10.7% | -14.5% | -6.5% |
| 3M | -6.6% | +16.8% | -23.4% | -10.8% |
| 6M | +4.6% | +32.0% | -27.4% | -3.9% |
| YTD | +17.9% | +49.9% | -32.0% | +3.7% |
| 1Y | +23.2% | +50.6% | -27.4% | +8.1% |
| 3Y | +62.9% | +21.4% | +41.5% | +40.1% |
| 5Y | +77.5% | -0.6% | +78.1% | +57.9% |
| 10Y | +444.7% | +449.4% | -4.7% | +163.2% |
| All | +19,178.1% | +14,947.6% | +4,230.5% | +3,628.9% |
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