+76.5%
AMKR vs WST
+1.5%
+75.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.1% | +10.5% | +10.5% |
| 7D | +6.8% | +1.0% | +5.8% | +6.8% |
| 30D | -20.8% | +12.3% | -33.1% | -22.9% |
| 3M | -29.7% | +17.5% | -47.2% | -32.4% |
| 6M | -50.2% | +28.2% | -78.4% | -53.4% |
| YTD | -3.0% | +50.4% | -53.4% | -13.3% |
| 1Y | +12.0% | +49.3% | -37.3% | +0.4% |
| 3Y | +67.0% | +21.8% | +45.2% | +45.4% |
| 5Y | +76.5% | +0.3% | +76.2% | +61.6% |
| All | +76.5% | +1.5% | +75.1% | +61.6% |
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