+167.6%
AMAT vs WWD
+191.3%
-23.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.7% | +5.2% |
| 7D | +7.0% | +3.7% | +3.2% | +5.2% |
| 30D | -20.6% | +1.8% | -22.4% | -21.0% |
| 3M | -24.8% | -5.0% | -19.8% | -22.1% |
| 6M | -10.7% | -8.4% | -2.3% | -6.1% |
| YTD | +54.3% | +12.3% | +42.0% | +41.9% |
| 1Y | +73.7% | +26.2% | +47.5% | +47.4% |
| 3Y | +168.4% | +154.6% | +13.8% | +42.6% |
| 5Y | +167.6% | +195.3% | -27.7% | +21.2% |
| All | +167.6% | +191.3% | -23.8% | +21.2% |
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 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