+170.1%
AMAT vs WCN
+50.7%
+119.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +6.2% |
| 7D | +7.0% | +0.4% | +6.5% | +7.0% |
| 30D | -20.6% | +25.3% | -45.9% | -17.2% |
| 3M | -24.8% | +15.4% | -40.2% | -22.1% |
| 6M | -10.7% | +27.8% | -38.6% | -8.8% |
| YTD | +54.3% | +10.6% | +43.7% | +62.5% |
| 1Y | +73.7% | +15.8% | +57.9% | +80.5% |
| All | +170.1% | +50.7% | +119.4% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling