+323.2%
AMGN vs WST
+452.5%
-129.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.2% | +1.0% | -3.2% | -2.4% |
| 30D | +12.1% | +12.3% | -0.2% | +9.5% |
| 3M | +13.6% | +17.5% | -3.9% | +10.0% |
| 6M | +43.9% | +28.2% | +15.8% | +36.7% |
| YTD | +45.9% | +50.4% | -4.5% | +33.6% |
| 1Y | +42.1% | +49.3% | -7.1% | +30.2% |
| 3Y | +91.6% | +21.8% | +69.8% | +73.0% |
| 5Y | +158.5% | +0.3% | +158.2% | +143.2% |
| 10Y | +323.2% | +451.2% | -127.9% | +109.6% |
| All | +323.2% | +452.5% | -129.3% | +109.6% |
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 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