+1,370.8%
AMAT vs WAB
+288.7%
+1,082.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.6% |
| 7D | -2.5% | +4.0% | -6.5% | -4.4% |
| 30D | -26.5% | +6.3% | -32.9% | -28.9% |
| 3M | -28.6% | +3.3% | -31.9% | -29.5% |
| 6M | -14.2% | +14.5% | -28.7% | -20.5% |
| YTD | +45.5% | +42.7% | +2.8% | +18.1% |
| 1Y | +59.3% | +45.2% | +14.2% | +28.1% |
| 3Y | +153.1% | +173.8% | -20.7% | +41.7% |
| 5Y | +158.2% | +223.8% | -65.6% | +32.4% |
| 10Y | +1,370.8% | +280.5% | +1,090.3% | +492.5% |
| All | +1,370.8% | +288.7% | +1,082.1% | +492.5% |
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