+286.9%
AMKR vs WST
+6,260.9%
-5,974.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | 0.0% | +0.7% | -0.8% | -0.4% |
| 30D | -11.1% | -3.1% | -8.0% | -9.8% |
| 3M | -35.2% | +7.2% | -42.4% | -38.0% |
| 6M | +4.9% | +36.8% | -31.9% | -12.3% |
| YTD | +21.6% | +23.8% | -2.3% | +6.8% |
| 1Y | +98.0% | +37.8% | +60.3% | +63.5% |
| 3Y | +77.8% | -15.9% | +93.7% | +62.2% |
| 5Y | +79.9% | -25.8% | +105.7% | +68.3% |
| 10Y | +456.9% | +319.6% | +137.3% | +61.6% |
| All | +286.9% | +6,260.9% | -5,974.0% | -81.6% |
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 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