+12.4%
AMT vs WST
+19.1%
-6.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.5% | -2.8% |
| 7D | +0.5% | -3.1% | +3.6% | +0.7% |
| 30D | +13.6% | +9.1% | +4.5% | +13.2% |
| 3M | +11.5% | +14.7% | -3.2% | +10.8% |
| 6M | +6.9% | +28.0% | -21.1% | +5.8% |
| YTD | +10.8% | +45.6% | -34.8% | +8.9% |
| 1Y | +10.3% | +45.7% | -35.3% | +8.4% |
| 3Y | +12.4% | +21.1% | -8.7% | +5.6% |
| All | +12.4% | +19.1% | -6.7% | +5.6% |
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