+108.0%
AMGN vs WST
-25.8%
+133.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.7% | -9.4% | -10.0% |
| 7D | -10.3% | -0.3% | -10.0% | -10.2% |
| 30D | -3.8% | -4.6% | +0.8% | -3.2% |
| 3M | +14.4% | +5.7% | +8.7% | +13.6% |
| 6M | +7.8% | +37.6% | -29.7% | +3.7% |
| YTD | +22.6% | +23.0% | -0.5% | +19.1% |
| 1Y | +44.2% | +33.8% | +10.4% | +38.8% |
| 3Y | +65.8% | -13.4% | +79.2% | +61.3% |
| 5Y | +108.0% | -27.0% | +134.9% | +106.0% |
| All | +108.0% | -25.8% | +133.7% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling