+117.1%
AMAT vs WM
+62.1%
+55.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.2% | -14.7% | -13.5% |
| 7D | -24.3% | +4.5% | -28.8% | -24.1% |
| 30D | -39.8% | +16.1% | -55.9% | -39.7% |
| 3M | -40.2% | +8.0% | -48.2% | -40.0% |
| 6M | -22.1% | +8.4% | -30.5% | -22.4% |
| YTD | +24.7% | +11.2% | +13.5% | +22.7% |
| 1Y | +33.3% | +22.3% | +10.9% | +27.3% |
| 3Y | +133.9% | +50.2% | +83.6% | +99.1% |
| 5Y | +117.1% | +63.3% | +53.8% | +71.5% |
| All | +117.1% | +62.1% | +55.0% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling