+117.5%
AMAT vs WAB
+198.1%
-80.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.6% | -8.0% | -8.4% |
| 7D | -24.3% | -2.5% | -21.8% | -22.1% |
| 30D | -39.8% | -4.4% | -35.4% | -36.9% |
| 3M | -40.2% | -5.9% | -34.3% | -36.3% |
| 6M | -22.1% | +5.9% | -28.1% | -25.5% |
| YTD | +24.7% | +30.9% | -6.2% | -1.5% |
| 1Y | +33.3% | +35.8% | -2.5% | +1.9% |
| 3Y | +133.9% | +154.0% | -20.1% | +0.3% |
| All | +117.5% | +198.1% | -80.5% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling