+1,362.0%
AMAT vs WCC
+440.3%
+921.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +19.3% | +14.2% | +5.1% | +12.0% |
| 30D | -17.9% | -9.8% | -8.1% | -13.2% |
| 3M | -30.4% | -10.1% | -20.3% | -26.3% |
| 6M | -11.4% | -9.4% | -2.0% | -5.6% |
| YTD | +48.8% | +34.4% | +14.4% | +31.8% |
| 1Y | +66.0% | +23.3% | +42.7% | +53.0% |
| 3Y | +158.8% | +137.9% | +20.9% | +66.9% |
| 5Y | +153.2% | +144.0% | +9.2% | +53.5% |
| All | +1,362.0% | +440.3% | +921.7% | +458.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling