+2,638.6%
AMAT vs WPM
+5,085.8%
-2,447.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.7% | -14.3% | -13.7% |
| 7D | -24.3% | +7.5% | -31.8% | -25.3% |
| 30D | -39.8% | -3.8% | -36.0% | -39.5% |
| 3M | -40.2% | +8.0% | -48.2% | -41.2% |
| 6M | -22.1% | +6.1% | -28.2% | -23.3% |
| YTD | +24.7% | +13.2% | +11.5% | +21.3% |
| 1Y | +33.3% | +37.9% | -4.6% | +25.7% |
| 3Y | +133.9% | +201.7% | -67.9% | +93.5% |
| 5Y | +117.1% | +240.0% | -123.0% | +74.5% |
| 10Y | +1,158.7% | +531.0% | +627.6% | +795.2% |
| All | +2,638.6% | +5,085.8% | -2,447.2% | +1,325.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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