+60,958.4%
AMGN vs WST
+12,330.1%
+48,628.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.3% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | +7.8% | -3.1% | +11.0% | +8.7% |
| 3M | +27.3% | +7.2% | +20.0% | +24.6% |
| 6M | +16.8% | +36.8% | -20.0% | +6.7% |
| YTD | +36.3% | +23.8% | +12.5% | +27.6% |
| 1Y | +60.4% | +37.8% | +22.7% | +45.4% |
| 3Y | +86.3% | -15.9% | +102.2% | +80.4% |
| 5Y | +125.7% | -25.8% | +151.5% | +118.9% |
| 10Y | +247.0% | +319.6% | -72.6% | +87.0% |
| All | +60,958.4% | +12,330.1% | +48,628.3% | +12,076.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling