-25.4%
WST vs AMBA
-54.5%
+29.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +0.7% | -11.0% | +11.7% | +2.4% |
| 30D | -3.1% | -23.2% | +20.0% | +0.4% |
| 3M | +7.2% | -12.7% | +19.9% | +7.4% |
| 6M | +36.8% | +11.2% | +25.6% | +30.2% |
| YTD | +23.8% | -11.2% | +35.1% | +21.4% |
| 1Y | +37.8% | -22.5% | +60.3% | +36.6% |
| 3Y | -15.9% | -1.3% | -14.6% | -24.6% |
| All | -25.4% | -54.5% | +29.1% | -30.4% |
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