+762.7%
AXTI vs WST
+456.5%
+306.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -4.3% |
| 7D | +7.6% | +4.2% | +3.4% | +6.3% |
| 30D | -32.1% | +11.2% | -43.3% | -34.0% |
| 3M | -46.0% | +20.4% | -66.4% | -49.0% |
| 6M | -65.7% | +37.9% | -103.6% | -69.1% |
| YTD | +155.9% | +51.8% | +104.1% | +122.1% |
| 1Y | +300.8% | +56.6% | +244.1% | +243.0% |
| 3Y | +1,981.6% | +24.2% | +1,957.4% | +1,637.3% |
| 5Y | +359.3% | +0.7% | +358.6% | +311.0% |
| All | +762.7% | +456.5% | +306.1% | +117.5% |
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