+111,876.4%
AMAT vs WM
+28,817.6%
+83,058.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.7% |
| 7D | -11.2% | +5.9% | -17.1% | -12.5% |
| 30D | -31.9% | +15.4% | -47.3% | -34.4% |
| 3M | -32.3% | +6.3% | -38.7% | -33.7% |
| 6M | -5.4% | +5.6% | -11.0% | -8.0% |
| YTD | +44.3% | +9.9% | +34.3% | +38.4% |
| 1Y | +61.4% | +20.8% | +40.5% | +51.1% |
| 3Y | +170.6% | +48.5% | +122.1% | +138.4% |
| 5Y | +156.4% | +60.6% | +95.9% | +120.7% |
| 10Y | +1,356.4% | +349.8% | +1,006.6% | +895.1% |
| All | +111,876.4% | +28,817.6% | +83,058.8% | +54,180.3% |
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 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