+1,425.2%
AMAT vs W
+224.5%
+1,200.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +5.7% |
| 7D | +7.0% | -7.4% | +14.3% | +9.1% |
| 30D | -20.6% | +7.8% | -28.4% | -22.0% |
| 3M | -24.8% | +10.9% | -35.6% | -26.8% |
| 6M | -10.7% | +86.4% | -97.2% | -24.1% |
| YTD | +54.3% | +14.0% | +40.3% | +44.8% |
| 1Y | +73.7% | +3.5% | +70.2% | +65.9% |
| 3Y | +168.4% | +164.8% | +3.7% | +89.1% |
| 5Y | +167.6% | -53.1% | +220.7% | +135.8% |
| 10Y | +1,425.2% | +220.4% | +1,204.7% | +633.0% |
| All | +1,425.2% | +224.5% | +1,200.7% | +633.0% |
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