-18.5%
AMRZ vs WST
+87.3%
-105.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.2% |
| 7D | +1.2% | -3.1% | +4.3% | +1.7% |
| 30D | +15.1% | +9.1% | +6.0% | +13.5% |
| 3M | -18.1% | +14.7% | -32.7% | -19.9% |
| 6M | -23.5% | +28.0% | -51.5% | -26.8% |
| YTD | -21.6% | +45.6% | -67.3% | -27.6% |
| 1Y | -14.7% | +45.7% | -60.4% | -21.3% |
| All | -18.5% | +87.3% | -105.8% | -27.6% |
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 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