+1,162.1%
AMAT vs WY
+4.8%
+1,157.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +5.8% |
| 7D | -14.7% | +3.1% | -17.8% | -16.6% |
| 30D | -36.1% | +13.0% | -49.1% | -41.0% |
| 3M | -36.9% | -16.8% | -20.1% | -31.4% |
| 6M | -22.2% | -11.2% | -11.0% | -19.5% |
| YTD | +29.9% | -9.1% | +39.0% | +31.4% |
| 1Y | +43.3% | -4.8% | +48.0% | +40.4% |
| 3Y | +142.7% | -25.3% | +167.9% | +165.4% |
| 5Y | +126.2% | -33.2% | +159.4% | +166.8% |
| All | +1,162.1% | +4.8% | +1,157.3% | +1,019.9% |
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