+132.8%
AMAT vs WWD
+137.0%
-4.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.0% | -7.6% | -10.0% |
| 7D | -24.3% | -2.6% | -21.7% | -22.8% |
| 30D | -39.8% | -7.7% | -32.1% | -36.6% |
| 3M | -40.2% | -17.7% | -22.5% | -32.9% |
| 6M | -22.1% | -15.9% | -6.2% | -14.1% |
| YTD | +24.7% | +1.8% | +22.9% | +22.2% |
| 1Y | +33.3% | +17.4% | +15.9% | +19.0% |
| All | +132.8% | +137.0% | -4.2% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling