+137,736.4%
AMAT vs WM
+26,336.4%
+111,400.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | -14.8% | -2.4% | -12.4% | -14.4% |
| 3M | -9.3% | +0.4% | -9.7% | -10.2% |
| 6M | +27.4% | -9.5% | +36.9% | +29.0% |
| YTD | +77.6% | +0.5% | +77.1% | +75.0% |
| 1Y | +188.9% | -1.1% | +190.0% | +185.0% |
| 3Y | +202.3% | +46.0% | +156.3% | +167.9% |
| 5Y | +248.9% | +51.8% | +197.1% | +205.7% |
| 10Y | +1,585.2% | +307.5% | +1,277.7% | +1,084.6% |
| All | +137,736.4% | +26,336.4% | +111,400.0% | +68,499.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling