-18.1%
AMRZ vs WST
+93.3%
-111.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.8% |
| 7D | +0.2% | +1.4% | -1.2% | 0.0% |
| 30D | +16.2% | +12.7% | +3.5% | +13.9% |
| 3M | -8.9% | +17.2% | -26.1% | -11.3% |
| 6M | -20.1% | +26.7% | -46.8% | -23.4% |
| YTD | -21.3% | +50.3% | -71.6% | -27.6% |
| 1Y | -12.6% | +50.2% | -62.9% | -19.8% |
| All | -18.1% | +93.3% | -111.4% | -27.7% |
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