+27.4%
AMAT vs WCC
+21.1%
+6.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.9% | +0.4% | +0.9% |
| 7D | -1.5% | +4.5% | -6.0% | -5.3% |
| 30D | -14.8% | -5.8% | -9.0% | -10.4% |
| 3M | -9.3% | -3.7% | -5.6% | -7.1% |
| 6M | +27.4% | +23.1% | +4.3% | +8.3% |
| All | +27.4% | +21.1% | +6.3% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling