+2,484.1%
AMAT vs WU
-20.2%
+2,504.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +5.1% |
| 7D | -14.7% | +11.7% | -26.4% | -19.3% |
| 30D | -36.1% | +12.6% | -48.7% | -40.0% |
| 3M | -36.9% | -0.5% | -36.4% | -37.9% |
| 6M | -22.2% | -18.2% | -4.0% | -18.7% |
| YTD | +29.9% | -19.0% | +48.9% | +35.0% |
| 1Y | +43.3% | -16.7% | +59.9% | +46.5% |
| 3Y | +142.7% | -21.0% | +163.7% | +144.8% |
| 5Y | +126.2% | -41.7% | +167.9% | +157.1% |
| 10Y | +1,211.7% | -35.0% | +1,246.7% | +1,290.8% |
| All | +2,484.1% | -20.2% | +2,504.3% | +2,162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling