+43.3%
AMAT vs WWD
+21.1%
+22.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +2.3% |
| 7D | -14.7% | +4.2% | -18.9% | -16.3% |
| 30D | -36.1% | -2.1% | -34.0% | -35.0% |
| 3M | -36.9% | -13.2% | -23.7% | -31.9% |
| 6M | -22.2% | -16.9% | -5.3% | -14.5% |
| YTD | +29.9% | +5.2% | +24.7% | +31.7% |
| 1Y | +43.3% | +20.6% | +22.7% | +37.2% |
| All | +43.3% | +21.1% | +22.2% | +37.2% |
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