+61.4%
AMAT vs WAB
+46.5%
+14.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -4.4% |
| 7D | -11.2% | +4.5% | -15.7% | -15.1% |
| 30D | -31.9% | +1.1% | -32.9% | -32.5% |
| 3M | -32.3% | -1.3% | -31.1% | -31.5% |
| 6M | -5.4% | +12.7% | -18.1% | -15.4% |
| YTD | +44.3% | +38.7% | +5.6% | +5.8% |
| 1Y | +61.4% | +44.9% | +16.4% | +12.5% |
| All | +61.4% | +46.5% | +14.8% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling