+14.6%
AMCR vs WAB
+296.8%
-282.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -1.9% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -7.8% | -4.1% | -3.7% | -6.5% |
| 3M | +7.5% | +8.2% | -0.6% | +4.3% |
| 6M | +2.7% | +15.4% | -12.7% | -2.4% |
| YTD | +6.0% | +33.1% | -27.1% | -3.8% |
| 1Y | +7.8% | +48.1% | -40.3% | -5.8% |
| 3Y | +5.8% | +167.7% | -161.9% | -25.1% |
| 5Y | -11.6% | +225.7% | -237.3% | -41.7% |
| All | +14.6% | +296.8% | -282.2% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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