+247.2%
AMAT vs WAB
+222.7%
+24.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.7% |
| 7D | -1.5% | -3.2% | +1.7% | +1.5% |
| 30D | -14.8% | -4.4% | -10.4% | -11.3% |
| 3M | -9.3% | +7.9% | -17.1% | -15.3% |
| 6M | +27.4% | +8.7% | +18.7% | +18.3% |
| YTD | +77.6% | +33.0% | +44.6% | +37.8% |
| 1Y | +188.9% | +46.7% | +142.3% | +105.7% |
| 3Y | +202.3% | +153.0% | +49.3% | +30.8% |
| All | +247.2% | +222.7% | +24.5% | +19.9% |
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