+41.1%
AMGN vs WST
+37.8%
+3.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.7% |
| 7D | -13.9% | +0.4% | -14.3% | -14.0% |
| 30D | -7.1% | -2.0% | -5.1% | -6.8% |
| 3M | +13.9% | +4.1% | +9.8% | +12.7% |
| 6M | +3.2% | +47.4% | -44.2% | -6.8% |
| YTD | +19.2% | +25.4% | -6.2% | +10.5% |
| 1Y | +41.1% | +35.3% | +5.8% | +26.0% |
| All | +41.1% | +37.8% | +3.3% | +26.0% |
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