+1,370.8%
AMAT vs W
+228.8%
+1,142.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.3% | +1.4% |
| 7D | -2.5% | +1.1% | -3.5% | -2.7% |
| 30D | -26.5% | +6.4% | -32.9% | -27.6% |
| 3M | -28.6% | +9.0% | -37.5% | -30.3% |
| 6M | -14.2% | +69.8% | -84.1% | -25.6% |
| YTD | +45.5% | +12.1% | +33.4% | +37.1% |
| 1Y | +59.3% | 0.0% | +59.3% | +53.3% |
| 3Y | +153.1% | +160.3% | -7.2% | +79.0% |
| 5Y | +158.2% | -53.3% | +211.5% | +127.7% |
| 10Y | +1,370.8% | +217.0% | +1,153.8% | +608.4% |
| All | +1,370.8% | +228.8% | +1,142.0% | +608.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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