+1,311.4%
AMT vs WST
+6,128.6%
-4,817.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -0.2% | +0.7% | -1.0% | -0.5% |
| 30D | +4.6% | -3.1% | +7.8% | +5.7% |
| 3M | -8.4% | +7.2% | -15.7% | -10.9% |
| 6M | -6.0% | +36.8% | -42.8% | -16.3% |
| YTD | +2.1% | +23.8% | -21.7% | -6.4% |
| 1Y | -6.4% | +37.8% | -44.1% | -17.9% |
| 3Y | +8.1% | -15.9% | +24.0% | +1.9% |
| 5Y | -31.9% | -25.8% | -6.1% | -34.9% |
| 10Y | +97.1% | +319.6% | -222.5% | -13.3% |
| All | +1,311.4% | +6,128.6% | -4,817.2% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling