+147.1%
AMAT vs WWD
+187.3%
-40.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.4% |
| 7D | +11.4% | +4.0% | +7.4% | +9.0% |
| 30D | -17.0% | +0.4% | -17.5% | -16.7% |
| 3M | -30.6% | -7.9% | -22.7% | -26.8% |
| 6M | -14.9% | -10.6% | -4.3% | -9.1% |
| YTD | +44.7% | +9.4% | +35.3% | +35.3% |
| 1Y | +66.9% | +25.7% | +41.1% | +42.0% |
| 3Y | +153.3% | +148.5% | +4.8% | +36.6% |
| All | +147.1% | +187.3% | -40.2% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling