+214.0%
AMAT vs WTW
+69.9%
+144.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.5% | +3.8% |
| 7D | -1.5% | -2.6% | +1.1% | -2.1% |
| 30D | -14.8% | -1.0% | -13.8% | -14.9% |
| 3M | -9.3% | +29.9% | -39.2% | -2.9% |
| 6M | +27.4% | +10.7% | +16.7% | +35.4% |
| YTD | +77.6% | +2.6% | +75.0% | +88.3% |
| 1Y | +188.9% | +2.8% | +186.2% | +206.4% |
| All | +214.0% | +69.9% | +144.1% | +227.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling