+1,370.8%
AMAT vs WTW
+222.3%
+1,148.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.2% |
| 7D | -2.5% | +1.6% | -4.0% | -3.2% |
| 30D | -26.5% | +12.4% | -38.9% | -30.5% |
| 3M | -28.6% | -2.6% | -25.9% | -28.5% |
| 6M | -14.2% | +30.8% | -45.0% | -26.6% |
| YTD | +45.5% | +2.3% | +43.1% | +38.0% |
| 1Y | +59.3% | +4.9% | +54.5% | +48.7% |
| 3Y | +153.1% | +43.9% | +109.2% | +84.6% |
| 5Y | +158.2% | +53.8% | +104.3% | +76.6% |
| 10Y | +1,370.8% | +212.8% | +1,158.0% | +579.8% |
| All | +1,370.8% | +222.3% | +1,148.5% | +579.8% |
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