+1,587.5%
AMAT vs WU
-40.1%
+1,627.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | -1.5% | -0.8% | -0.7% | -1.2% |
| 30D | -14.8% | -1.1% | -13.7% | -14.7% |
| 3M | -9.3% | -3.9% | -5.4% | -10.4% |
| 6M | +27.4% | -20.7% | +48.1% | +36.3% |
| YTD | +77.6% | -18.4% | +95.9% | +86.4% |
| 1Y | +188.9% | -8.1% | +197.0% | +182.7% |
| 3Y | +202.3% | -24.2% | +226.5% | +212.4% |
| 5Y | +248.9% | -50.4% | +299.4% | +348.7% |
| All | +1,587.5% | -40.1% | +1,627.6% | +1,702.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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