-1.5%
WST vs AMBA
-72.1%
+70.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.5% | -2.7% |
| 7D | -5.8% | -14.6% | +8.8% | -3.8% |
| 30D | +5.3% | -18.8% | +24.1% | +8.2% |
| 3M | +11.8% | -32.6% | +44.4% | +17.5% |
| 6M | +26.7% | -25.8% | +52.5% | +28.1% |
| YTD | +43.0% | -22.1% | +65.1% | +42.1% |
| 1Y | +38.9% | -36.2% | +75.1% | +41.8% |
| 3Y | +18.2% | +10.0% | +8.2% | +1.9% |
| 5Y | -1.5% | -71.6% | +70.0% | -0.9% |
| All | -1.5% | -72.1% | +70.6% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling