+65.7%
AMGN vs WST
+47.3%
+18.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +5.9% | +1.3% | +4.6% | +5.6% |
| 30D | +18.7% | +8.5% | +10.2% | +16.4% |
| 3M | +23.4% | +17.2% | +6.2% | +18.7% |
| 6M | +49.7% | +36.3% | +13.5% | +38.2% |
| YTD | +49.2% | +48.9% | +0.3% | +30.5% |
| 1Y | +65.7% | +42.9% | +22.8% | +46.6% |
| All | +65.7% | +47.3% | +18.4% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling