-41.1%
AMAT vs W
+11.7%
-52.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -8.2% | -5.3% | -10.3% |
| 7D | -24.3% | -5.6% | -18.7% | -20.2% |
| 30D | -39.8% | +7.5% | -47.3% | -39.9% |
| All | -41.1% | +11.7% | -52.8% | -41.1% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling