+268.9%
AMAT vs WTW
+54.0%
+214.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.8% | +6.8% | +4.5% |
| 7D | +7.0% | -2.7% | +9.7% | +7.4% |
| 30D | -12.2% | -5.6% | -6.6% | -11.4% |
| 3M | -3.8% | +26.5% | -30.3% | -8.8% |
| 6M | +45.9% | +8.1% | +37.8% | +44.3% |
| YTD | +84.6% | -0.3% | +84.9% | +86.3% |
| 1Y | +193.4% | -0.9% | +194.2% | +195.5% |
| 3Y | +228.1% | +66.6% | +161.4% | +129.9% |
| 5Y | +268.9% | +54.0% | +215.0% | +156.2% |
| All | +268.9% | +54.0% | +214.9% | +156.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling