+18,188.7%
AME vs WST
+14,518.0%
+3,670.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.7% | +2.0% |
| 7D | -5.2% | -3.1% | -2.1% | -4.3% |
| 30D | -8.0% | +9.1% | -17.1% | -10.3% |
| 3M | -8.9% | +14.7% | -23.6% | -12.5% |
| 6M | -5.0% | +28.0% | -33.0% | -11.9% |
| YTD | +11.9% | +45.6% | -33.8% | -0.8% |
| 1Y | +16.6% | +45.7% | -29.0% | +3.3% |
| 3Y | +62.5% | +21.1% | +41.4% | +39.6% |
| 5Y | +67.6% | +0.3% | +67.3% | +48.4% |
| 10Y | +450.4% | +449.0% | +1.3% | +165.6% |
| All | +18,188.7% | +14,518.0% | +3,670.7% | +3,466.7% |
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 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