+142.4%
AMT vs WST
+456.5%
-314.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.7% |
| 7D | +1.5% | +4.2% | -2.7% | +0.6% |
| 30D | +6.8% | +11.2% | -4.4% | +4.4% |
| 3M | +11.2% | +20.4% | -9.2% | +6.7% |
| 6M | +12.5% | +37.9% | -25.4% | +4.5% |
| YTD | +12.5% | +51.8% | -39.3% | +1.7% |
| 1Y | +10.1% | +56.6% | -46.5% | -1.3% |
| 3Y | +16.0% | +24.2% | -8.2% | +2.3% |
| 5Y | -17.2% | +0.7% | -17.8% | -23.9% |
| All | +142.4% | +456.5% | -314.1% | +24.6% |
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 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