+1,840.5%
AMAT vs WBD
+219.7%
+1,620.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | -1.1% | +3.1% | -4.2% | -2.0% |
| 30D | +12.0% | +34.4% | -22.4% | +2.5% |
| 3M | +27.5% | +110.6% | -83.1% | +0.2% |
| 6M | +51.9% | +153.4% | -101.4% | +12.0% |
| YTD | +45.7% | +117.4% | -71.7% | +11.4% |
| 1Y | +23.7% | +150.3% | -126.6% | -9.9% |
| 3Y | +130.6% | +112.8% | +17.8% | +61.6% |
| 5Y | +254.1% | +0.3% | +253.9% | +170.5% |
| 10Y | +1,481.5% | -23.6% | +1,505.1% | +1,143.0% |
| All | +1,840.5% | +219.7% | +1,620.8% | +715.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 all: compounded portfolio wealth divided by compounded WBD 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…
all analysis · Full analysis span regression · 6 months rolling