+1,707.5%
AMAT vs WTW
+189.9%
+1,517.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | +0.7% |
| 7D | +6.9% | -7.1% | +14.0% | +10.3% |
| 30D | -10.1% | -8.5% | -1.6% | -6.8% |
| 3M | -6.0% | +20.6% | -26.5% | -15.3% |
| 6M | +38.6% | +7.2% | +31.4% | +30.5% |
| YTD | +83.1% | -3.9% | +87.0% | +80.0% |
| 1Y | +188.3% | -3.6% | +191.9% | +181.1% |
| 3Y | +225.3% | +60.7% | +164.7% | +117.1% |
| 5Y | +262.0% | +42.2% | +219.8% | +159.8% |
| 10Y | +1,707.5% | +195.5% | +1,512.0% | +771.7% |
| All | +1,707.5% | +189.9% | +1,517.6% | +771.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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