+1,425.2%
AMAT vs WAB
+282.9%
+1,142.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.8% | +5.9% |
| 7D | +7.0% | +3.1% | +3.8% | +5.5% |
| 30D | -20.6% | +6.4% | -27.0% | -23.2% |
| 3M | -24.8% | +2.2% | -26.9% | -25.2% |
| 6M | -10.7% | +13.7% | -24.4% | -16.9% |
| YTD | +54.3% | +43.0% | +11.3% | +25.1% |
| 1Y | +73.7% | +47.0% | +26.8% | +38.7% |
| 3Y | +168.4% | +174.4% | -6.0% | +50.0% |
| 5Y | +167.6% | +222.2% | -54.6% | +37.5% |
| 10Y | +1,425.2% | +276.9% | +1,148.3% | +512.4% |
| All | +1,425.2% | +282.9% | +1,142.3% | +512.4% |
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