+192.5%
AMKR vs WST
+7,696.2%
-7,503.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -4.0% | -3.4% |
| 7D | +10.0% | +4.2% | +5.8% | +7.8% |
| 30D | -19.4% | +11.2% | -30.7% | -23.4% |
| 3M | -37.4% | +20.4% | -57.7% | -43.1% |
| 6M | -51.5% | +37.9% | -89.3% | -59.3% |
| YTD | -8.1% | +51.8% | -59.9% | -27.3% |
| 1Y | +13.8% | +56.6% | -42.8% | -11.4% |
| 3Y | +59.4% | +24.2% | +35.2% | +17.5% |
| 5Y | +65.9% | +0.7% | +65.2% | +32.0% |
| 10Y | +238.6% | +456.3% | -217.7% | -15.3% |
| All | +192.5% | +7,696.2% | -7,503.7% | -87.5% |
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