-11.4%
AMAT vs WU
-20.8%
+9.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -4.0% |
| 7D | +19.3% | -5.3% | +24.6% | +17.0% |
| 30D | -17.9% | +9.0% | -27.0% | -15.4% |
| 3M | -30.4% | -3.6% | -26.9% | -30.2% |
| 6M | -11.4% | -19.4% | +7.9% | -13.4% |
| All | -11.4% | -20.8% | +9.4% | -13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling