+112,225.0%
AMAT vs GWW
+15,877.3%
+96,347.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.7% | +10.7% | +11.0% |
| 7D | -1.1% | +5.3% | -6.3% | -3.8% |
| 30D | -26.9% | +12.4% | -39.4% | -31.5% |
| 3M | -31.2% | +13.7% | -44.9% | -36.1% |
| 6M | -14.7% | +18.0% | -32.7% | -22.4% |
| YTD | +44.7% | +44.6% | +0.1% | +17.5% |
| 1Y | +62.0% | +53.1% | +8.9% | +27.4% |
| 3Y | +165.0% | +90.2% | +74.7% | +83.9% |
| 5Y | +147.1% | +215.0% | -67.9% | +29.7% |
| 10Y | +1,315.3% | +658.9% | +656.3% | +342.5% |
| All | +112,225.0% | +15,877.3% | +96,347.7% | +7,278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling