+167.6%
AMAT vs WAB
+224.0%
-56.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.8% | +5.8% |
| 7D | +7.0% | +3.1% | +3.8% | +4.7% |
| 30D | -20.6% | +6.4% | -27.0% | -24.4% |
| 3M | -24.8% | +2.2% | -26.9% | -25.6% |
| 6M | -10.7% | +13.7% | -24.4% | -20.0% |
| YTD | +54.3% | +43.0% | +11.3% | +12.5% |
| 1Y | +73.7% | +47.0% | +26.8% | +23.6% |
| 3Y | +168.4% | +174.4% | -6.0% | +7.3% |
| 5Y | +167.6% | +222.2% | -54.6% | -12.4% |
| All | +167.6% | +224.0% | -56.5% | -12.4% |
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 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