+1,425.2%
AMAT vs GWW
+653.9%
+771.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.1% | +5.6% |
| 7D | +7.0% | 0.0% | +7.0% | +7.2% |
| 30D | -20.6% | +14.0% | -34.5% | -26.1% |
| 3M | -24.8% | +14.4% | -39.1% | -30.2% |
| 6M | -10.7% | +21.7% | -32.4% | -20.1% |
| YTD | +54.3% | +48.4% | +5.8% | +23.3% |
| 1Y | +73.7% | +58.4% | +15.3% | +33.9% |
| 3Y | +168.4% | +92.3% | +76.1% | +84.3% |
| 5Y | +167.6% | +221.8% | -54.2% | +37.7% |
| 10Y | +1,425.2% | +657.6% | +767.6% | +528.1% |
| All | +1,425.2% | +653.9% | +771.3% | +528.1% |
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