+156.4%
AMAT vs WM
+61.7%
+94.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.2% |
| 7D | -11.2% | +5.9% | -17.1% | -11.0% |
| 30D | -31.9% | +15.4% | -47.3% | -31.8% |
| 3M | -32.3% | +6.3% | -38.7% | -32.1% |
| 6M | -5.4% | +5.6% | -11.0% | -5.5% |
| YTD | +44.3% | +9.9% | +34.3% | +41.9% |
| 1Y | +61.4% | +20.8% | +40.5% | +54.1% |
| 3Y | +170.6% | +48.5% | +122.1% | +130.4% |
| 5Y | +156.4% | +60.6% | +95.9% | +103.3% |
| All | +156.4% | +61.7% | +94.8% | +103.3% |
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