+64,196.8%
AMGN vs WST
+14,518.0%
+49,678.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | -0.5% |
| 7D | -1.2% | -3.1% | +1.9% | -0.4% |
| 30D | +11.5% | +9.1% | +2.4% | +8.9% |
| 3M | +14.4% | +14.7% | -0.3% | +10.2% |
| 6M | +40.9% | +28.0% | +12.9% | +31.5% |
| YTD | +43.5% | +45.6% | -2.1% | +28.7% |
| 1Y | +49.9% | +45.7% | +4.3% | +34.3% |
| 3Y | +84.6% | +21.1% | +63.5% | +61.4% |
| 5Y | +151.6% | +0.3% | +151.3% | +123.9% |
| 10Y | +358.2% | +449.0% | -90.8% | +129.3% |
| All | +64,196.8% | +14,518.0% | +49,678.8% | +12,176.1% |
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