+1,470.4%
AXTI vs WST
+341.6%
+1,128.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.2% | -8.3% | -6.8% |
| 7D | +15.1% | +0.4% | +14.7% | +14.9% |
| 30D | -12.3% | -2.0% | -10.3% | -11.8% |
| 3M | -24.1% | +4.1% | -28.2% | -25.2% |
| 6M | +46.0% | +47.4% | -1.4% | +27.5% |
| YTD | +295.7% | +25.4% | +270.3% | +264.6% |
| 1Y | +1,825.6% | +35.3% | +1,790.3% | +1,616.9% |
| 3Y | +2,630.0% | -11.7% | +2,641.6% | +2,492.1% |
| 5Y | +601.0% | -24.0% | +625.0% | +597.5% |
| All | +1,470.4% | +341.6% | +1,128.7% | +508.9% |
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