+153.3%
AMAT vs GWW
+93.2%
+60.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.3% |
| 7D | +11.4% | +3.6% | +7.8% | +9.4% |
| 30D | -17.0% | +12.1% | -29.2% | -21.8% |
| 3M | -30.6% | +12.9% | -43.5% | -35.0% |
| 6M | -14.9% | +19.3% | -34.3% | -22.8% |
| YTD | +44.7% | +48.7% | -4.0% | +15.0% |
| 1Y | +66.9% | +60.5% | +6.4% | +26.6% |
| 3Y | +153.3% | +93.3% | +60.0% | +58.7% |
| All | +153.3% | +93.2% | +60.1% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling