+333.6%
WST vs AMP
+584.2%
-250.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +0.4% | -2.0% | +2.5% | +1.0% |
| 30D | -2.0% | -1.7% | -0.3% | -1.6% |
| 3M | +4.1% | +23.2% | -19.1% | -1.7% |
| 6M | +47.4% | +22.2% | +25.3% | +39.1% |
| YTD | +25.4% | +14.0% | +11.4% | +20.4% |
| 1Y | +35.3% | +14.0% | +21.3% | +29.7% |
| 3Y | -11.7% | +67.0% | -78.7% | -26.0% |
| 5Y | -24.0% | +123.2% | -147.2% | -42.1% |
| All | +333.6% | +584.2% | -250.6% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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