+126.7%
AMAT vs WSM
+168.7%
-42.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.9% |
| 7D | -14.7% | +0.5% | -15.2% | -15.0% |
| 30D | -36.1% | +6.0% | -42.1% | -37.9% |
| 3M | -36.9% | +3.2% | -40.1% | -38.0% |
| 6M | -22.2% | +37.1% | -59.3% | -32.4% |
| YTD | +29.9% | +44.2% | -14.3% | +10.5% |
| 1Y | +43.3% | +34.2% | +9.1% | +25.2% |
| 3Y | +142.7% | +249.3% | -106.6% | +32.9% |
| All | +126.7% | +168.7% | -42.0% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling