+216.6%
AMGN vs WST
+325.7%
-109.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -11.6% | -1.7% | -10.0% | -11.3% |
| 30D | -5.7% | -4.3% | -1.4% | -4.8% |
| 3M | +14.2% | +0.7% | +13.5% | +13.9% |
| 6M | +5.2% | +36.0% | -30.8% | -1.5% |
| YTD | +22.0% | +22.7% | -0.8% | +16.4% |
| 1Y | +43.6% | +34.1% | +9.5% | +34.3% |
| 3Y | +65.0% | -13.6% | +78.6% | +60.9% |
| 5Y | +112.0% | -26.0% | +138.0% | +114.9% |
| 10Y | +216.6% | +335.8% | -119.2% | +75.9% |
| All | +216.6% | +325.7% | -109.1% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling