+1,587.5%
AMAT vs WM
+306.5%
+1,281.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.9% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -14.8% | -2.4% | -12.4% | -14.0% |
| 3M | -9.3% | +0.4% | -9.7% | -11.3% |
| 6M | +27.4% | -9.5% | +36.9% | +30.7% |
| YTD | +77.6% | +0.5% | +77.1% | +71.1% |
| 1Y | +188.9% | -1.1% | +190.0% | +179.2% |
| 3Y | +202.3% | +46.0% | +156.3% | +117.4% |
| 5Y | +248.9% | +51.8% | +197.1% | +138.6% |
| All | +1,587.5% | +306.5% | +1,281.0% | +456.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling