+193.4%
AMAT vs WCN
-8.2%
+201.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +3.3% |
| 7D | +7.0% | -0.4% | +7.4% | +6.8% |
| 30D | -12.2% | -2.1% | -10.1% | -13.2% |
| 3M | -3.8% | +6.4% | -10.2% | -1.5% |
| 6M | +45.9% | -3.7% | +49.6% | +48.9% |
| YTD | +84.6% | -6.4% | +91.0% | +85.7% |
| 1Y | +193.4% | -7.9% | +201.3% | +208.4% |
| All | +193.4% | -8.2% | +201.6% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling