+126.7%
AMAT vs WAB
+203.5%
-76.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +2.5% |
| 7D | -14.7% | +1.4% | -16.1% | -15.5% |
| 30D | -36.1% | +0.4% | -36.5% | -35.9% |
| 3M | -36.9% | -3.8% | -33.0% | -34.1% |
| 6M | -22.2% | +5.1% | -27.3% | -25.1% |
| YTD | +29.9% | +33.3% | -3.4% | +0.9% |
| 1Y | +43.3% | +39.8% | +3.4% | +6.6% |
| 3Y | +142.7% | +161.1% | -18.4% | +1.5% |
| All | +126.7% | +203.5% | -76.8% | -20.7% |
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