+133.7%
AMT vs WST
+446.4%
-312.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | +1.6% | +1.4% | +0.3% | +1.3% |
| 30D | +4.5% | +12.7% | -8.3% | +1.8% |
| 3M | +13.8% | +17.2% | -3.4% | +9.8% |
| 6M | +10.0% | +26.7% | -16.6% | +4.2% |
| YTD | +11.8% | +50.3% | -38.5% | +1.3% |
| 1Y | +10.2% | +50.2% | -40.0% | -0.3% |
| 3Y | +15.1% | +21.7% | -6.6% | +2.1% |
| 5Y | -18.8% | +2.0% | -20.9% | -26.0% |
| 10Y | +133.7% | +451.1% | -317.4% | +18.5% |
| All | +133.7% | +446.4% | -312.7% | +18.5% |
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