+65,270.7%
AMGN vs WST
+15,004.7%
+50,266.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.2% | +1.1% | -3.2% | -2.4% |
| 30D | +12.1% | +12.4% | -0.3% | +8.7% |
| 3M | +13.6% | +17.6% | -3.9% | +8.8% |
| 6M | +43.9% | +28.3% | +15.7% | +34.3% |
| YTD | +45.9% | +50.5% | -4.6% | +29.7% |
| 1Y | +42.1% | +49.4% | -7.2% | +26.5% |
| 3Y | +91.6% | +21.9% | +69.7% | +67.4% |
| 5Y | +158.5% | +0.4% | +158.1% | +130.5% |
| 10Y | +323.2% | +451.5% | -128.3% | +111.8% |
| All | +65,270.7% | +15,004.7% | +50,266.1% | +12,271.4% |
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