+27.4%
AMAT vs WSM
+13.6%
+13.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +3.2% |
| 7D | -1.5% | -3.3% | +1.8% | +0.2% |
| 30D | -14.8% | -8.4% | -6.4% | -10.8% |
| 3M | -9.3% | +9.7% | -18.9% | -14.6% |
| 6M | +27.4% | +16.7% | +10.7% | +14.8% |
| All | +27.4% | +13.6% | +13.8% | +14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling