+15,625.8%
AMAT vs WWD
+13,645.4%
+1,980.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.0% | -7.6% | -11.3% |
| 7D | -24.3% | -2.6% | -21.7% | -23.4% |
| 30D | -39.8% | -7.7% | -32.1% | -37.8% |
| 3M | -40.2% | -17.7% | -22.5% | -35.4% |
| 6M | -22.1% | -15.9% | -6.2% | -16.7% |
| YTD | +24.7% | +1.8% | +22.9% | +23.6% |
| 1Y | +33.3% | +17.4% | +15.9% | +24.9% |
| 3Y | +133.9% | +137.1% | -3.2% | +68.2% |
| 5Y | +117.1% | +162.4% | -45.3% | +49.8% |
| 10Y | +1,158.7% | +452.5% | +706.2% | +544.0% |
| All | +15,625.8% | +13,645.4% | +1,980.4% | +2,870.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling