+458.6%
WST vs AMP
+459.2%
-0.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +0.9% |
| 7D | +4.2% | +3.9% | +0.3% | +3.2% |
| 30D | +11.2% | +5.1% | +6.1% | +9.7% |
| 3M | +20.4% | -8.7% | +29.0% | +23.1% |
| 6M | +37.9% | +11.4% | +26.4% | +33.3% |
| YTD | +51.8% | +7.3% | +44.5% | +47.7% |
| 1Y | +56.6% | +14.6% | +42.1% | +49.6% |
| 3Y | +24.2% | +61.2% | -37.0% | +4.4% |
| 5Y | +0.7% | +81.0% | -80.4% | -19.5% |
| All | +458.6% | +459.2% | -0.6% | +214.7% |
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