+2,211.8%
AMAT vs WTW
+1,174.9%
+1,036.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.5% | +5.2% |
| 7D | -1.5% | -2.6% | +1.1% | -0.5% |
| 30D | -14.8% | -1.0% | -13.8% | -14.6% |
| 3M | -9.3% | +29.9% | -39.2% | -19.7% |
| 6M | +27.4% | +10.7% | +16.7% | +19.1% |
| YTD | +77.6% | +2.6% | +75.0% | +69.6% |
| 1Y | +188.9% | +2.8% | +186.2% | +174.5% |
| 3Y | +202.3% | +67.3% | +135.0% | +124.3% |
| 5Y | +248.9% | +56.6% | +192.3% | +167.1% |
| 10Y | +1,585.2% | +204.1% | +1,381.1% | +885.9% |
| All | +2,211.8% | +1,174.9% | +1,036.9% | +968.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling