+1,162.1%
AMAT vs WAB
+287.6%
+874.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.0% |
| 7D | -14.7% | +1.4% | -16.1% | -15.2% |
| 30D | -36.1% | +0.4% | -36.5% | -35.9% |
| 3M | -36.9% | -3.8% | -33.0% | -34.9% |
| 6M | -22.2% | +5.1% | -27.3% | -23.9% |
| YTD | +29.9% | +33.3% | -3.4% | +10.2% |
| 1Y | +43.3% | +39.8% | +3.4% | +18.1% |
| 3Y | +142.7% | +161.1% | -18.4% | +40.6% |
| 5Y | +126.2% | +209.5% | -83.2% | +20.2% |
| All | +1,162.1% | +287.6% | +874.5% | +452.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling