+133.5%
AMT vs WST
+452.9%
-319.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -2.4% | +1.1% | -3.4% | -2.6% |
| 30D | +4.2% | +12.4% | -8.2% | +1.6% |
| 3M | +13.4% | +17.6% | -4.2% | +9.4% |
| 6M | +9.4% | +28.3% | -18.9% | +3.3% |
| YTD | +11.7% | +50.5% | -38.8% | +1.2% |
| 1Y | +7.1% | +49.4% | -42.2% | -2.9% |
| 3Y | +15.1% | +21.9% | -6.8% | +2.0% |
| 5Y | -17.9% | +0.4% | -18.2% | -24.6% |
| 10Y | +133.5% | +451.5% | -318.0% | +18.4% |
| All | +133.5% | +452.9% | -319.3% | +18.4% |
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