+147.1%
AMAT vs WCN
+48.0%
+99.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | +11.4% | +2.6% | +8.8% | +11.0% |
| 30D | -17.0% | +23.9% | -41.0% | -20.3% |
| 3M | -30.6% | +17.4% | -48.0% | -32.6% |
| 6M | -14.9% | +28.0% | -43.0% | -20.8% |
| YTD | +44.7% | +11.6% | +33.1% | +41.9% |
| 1Y | +66.9% | +16.9% | +50.0% | +59.9% |
| 3Y | +153.3% | +51.6% | +101.7% | +99.5% |
| All | +147.1% | +48.0% | +99.1% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling