+501.5%
AMKR vs WST
+341.6%
+159.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -4.3% |
| 7D | +5.5% | +0.4% | +5.1% | +5.3% |
| 30D | -8.6% | -2.0% | -6.6% | -8.1% |
| 3M | -28.7% | +4.1% | -32.8% | -30.2% |
| 6M | +13.3% | +47.4% | -34.2% | -2.1% |
| YTD | +26.1% | +25.4% | +0.7% | +15.0% |
| 1Y | +101.2% | +35.3% | +65.9% | +78.1% |
| 3Y | +127.7% | -11.7% | +139.4% | +114.7% |
| 5Y | +90.9% | -24.0% | +114.9% | +88.7% |
| All | +501.5% | +341.6% | +159.8% | +122.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling