+1,315.3%
AMAT vs WSM
+1,313.8%
+1.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.0% | +8.4% | +10.3% |
| 7D | -1.1% | +0.9% | -1.9% | -1.3% |
| 30D | -26.9% | +8.6% | -35.5% | -29.3% |
| 3M | -31.2% | +4.2% | -35.4% | -32.5% |
| 6M | -14.7% | +44.6% | -59.3% | -26.0% |
| YTD | +44.7% | +48.5% | -3.8% | +24.4% |
| 1Y | +62.0% | +34.7% | +27.3% | +44.0% |
| 3Y | +165.0% | +271.0% | -106.1% | +56.8% |
| 5Y | +147.1% | +180.9% | -33.8% | +54.0% |
| 10Y | +1,315.3% | +1,235.4% | +79.9% | +420.9% |
| All | +1,315.3% | +1,313.8% | +1.4% | +420.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling