+21.1%
WST vs AMBA
+16.7%
+4.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.3% | +1.4% |
| 7D | -3.1% | -7.2% | +4.1% | -2.6% |
| 30D | +9.1% | -10.4% | +19.5% | +9.9% |
| 3M | +14.7% | -30.1% | +44.8% | +17.5% |
| 6M | +28.0% | -22.4% | +50.4% | +28.3% |
| YTD | +45.6% | -17.3% | +63.0% | +44.1% |
| 1Y | +45.7% | -35.4% | +81.0% | +47.3% |
| 3Y | +21.1% | +18.6% | +2.5% | +7.6% |
| All | +21.1% | +16.7% | +4.4% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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