+61.4%
AMAT vs WWD
+27.2%
+34.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.3% |
| 7D | -11.2% | +7.3% | -18.5% | -14.5% |
| 30D | -31.9% | -2.0% | -29.9% | -31.1% |
| 3M | -32.3% | -12.6% | -19.8% | -27.7% |
| 6M | -5.4% | -8.4% | +3.0% | -1.2% |
| YTD | +44.3% | +8.2% | +36.0% | +43.2% |
| 1Y | +61.4% | +26.5% | +34.8% | +49.4% |
| All | +61.4% | +27.2% | +34.2% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling