+1,665.8%
AMAT vs GWW
+557.3%
+1,108.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.6% | +5.4% |
| 7D | +7.0% | -1.5% | +8.5% | +7.8% |
| 30D | -12.2% | +1.1% | -13.3% | -12.9% |
| 3M | -3.8% | -1.0% | -2.8% | -3.6% |
| 6M | +45.9% | +16.3% | +29.6% | +34.0% |
| YTD | +84.6% | +28.5% | +56.1% | +60.0% |
| 1Y | +193.4% | +30.3% | +163.1% | +151.9% |
| 3Y | +228.1% | +91.6% | +136.5% | +126.9% |
| 5Y | +268.9% | +224.0% | +45.0% | +91.6% |
| 10Y | +1,665.8% | +551.3% | +1,114.4% | +665.5% |
| All | +1,665.8% | +557.3% | +1,108.5% | +665.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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