-17.0%
AMRZ vs WST
+83.9%
-100.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.6% | -2.7% |
| 7D | +2.5% | -5.8% | +8.3% | +3.6% |
| 30D | +14.4% | +5.3% | +9.1% | +13.5% |
| 3M | -19.2% | +11.8% | -31.0% | -20.6% |
| 6M | -19.7% | +26.7% | -46.4% | -23.1% |
| YTD | -20.2% | +43.0% | -63.1% | -26.0% |
| 1Y | -15.1% | +38.9% | -53.9% | -21.1% |
| All | -17.0% | +83.9% | -100.8% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling