+203.0%
AMAT vs GWW
+91.9%
+111.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.8% |
| 7D | -1.5% | +1.4% | -2.9% | -2.3% |
| 30D | -14.8% | +3.3% | -18.1% | -16.4% |
| 3M | -9.3% | +2.9% | -12.2% | -11.0% |
| 6M | +27.4% | +15.8% | +11.6% | +16.7% |
| YTD | +77.6% | +32.0% | +45.5% | +50.0% |
| 1Y | +188.9% | +29.9% | +159.0% | +145.8% |
| All | +203.0% | +91.9% | +111.1% | +85.5% |
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 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