+1,321.9%
AMAT vs WAB
+266.7%
+1,055.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.2% |
| 7D | +11.4% | +5.1% | +6.3% | +8.1% |
| 30D | -17.0% | +4.0% | -21.0% | -18.5% |
| 3M | -30.6% | +0.1% | -30.7% | -30.1% |
| 6M | -14.9% | +12.8% | -27.7% | -20.3% |
| YTD | +44.7% | +40.1% | +4.6% | +19.0% |
| 1Y | +66.9% | +46.4% | +20.5% | +33.6% |
| 3Y | +153.3% | +167.4% | -14.1% | +44.0% |
| 5Y | +146.2% | +215.0% | -68.8% | +28.4% |
| All | +1,321.9% | +266.7% | +1,055.3% | +477.5% |
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 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