+58.5%
AMAT vs WAB
+45.2%
+13.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.1% | +6.2% | +5.7% |
| 7D | -1.1% | +4.0% | -5.0% | -4.3% |
| 30D | -26.9% | +4.5% | -31.4% | -29.5% |
| 3M | -31.2% | +2.3% | -33.5% | -32.3% |
| 6M | -14.7% | +12.5% | -27.2% | -23.2% |
| YTD | +44.7% | +40.2% | +4.5% | +6.2% |
| All | +58.5% | +45.2% | +13.3% | +14.1% |
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