+1,697.7%
AMAT vs W
+214.9%
+1,482.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -8.2% | -5.3% | -11.9% |
| 7D | -24.3% | -5.6% | -18.7% | -23.4% |
| 30D | -39.8% | +7.5% | -47.3% | -40.8% |
| 3M | -40.2% | +5.4% | -45.6% | -41.1% |
| 6M | -22.1% | +79.4% | -101.5% | -32.3% |
| YTD | +24.7% | +12.9% | +11.8% | +18.0% |
| 1Y | +33.3% | +12.4% | +20.8% | +25.6% |
| 3Y | +133.9% | +128.5% | +5.4% | +76.2% |
| 5Y | +117.1% | -54.0% | +171.0% | +92.4% |
| 10Y | +1,158.7% | +248.8% | +909.9% | +625.7% |
| All | +1,697.7% | +214.9% | +1,482.8% | +943.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling