+247.2%
AMAT vs WCN
+30.3%
+216.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | -14.8% | +0.4% | -15.2% | -15.0% |
| 3M | -9.3% | +7.3% | -16.6% | -12.6% |
| 6M | +27.4% | -2.5% | +29.9% | +27.2% |
| YTD | +77.6% | -5.4% | +82.9% | +79.3% |
| 1Y | +188.9% | -8.5% | +197.4% | +195.8% |
| 3Y | +202.3% | +20.8% | +181.5% | +154.8% |
| All | +247.2% | +30.3% | +216.9% | +163.3% |
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