+1,591.4%
AMAT vs WY
+5.1%
+1,586.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.9% |
| 7D | -1.5% | -1.7% | +0.2% | -0.5% |
| 30D | -14.8% | -10.1% | -4.7% | -9.8% |
| 3M | -9.3% | -5.1% | -4.1% | -7.9% |
| 6M | +27.4% | -4.8% | +32.2% | +28.7% |
| YTD | +77.6% | -0.2% | +77.8% | +73.5% |
| 1Y | +188.9% | -6.6% | +195.6% | +191.8% |
| 3Y | +202.3% | -22.7% | +225.0% | +230.5% |
| 5Y | +248.9% | -22.2% | +271.1% | +282.8% |
| All | +1,591.4% | +5.1% | +1,586.3% | +1,361.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling