-10.2%
AMCR vs WAB
+220.1%
-230.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | -8.0% | -5.9% | -2.1% | -5.6% |
| 3M | +14.3% | +9.4% | +4.9% | +9.2% |
| 6M | +5.3% | +13.8% | -8.5% | -0.9% |
| YTD | +7.7% | +31.8% | -24.0% | -4.5% |
| 1Y | +10.8% | +48.5% | -37.7% | -6.9% |
| 3Y | +9.6% | +167.0% | -157.4% | -32.5% |
| 5Y | -10.2% | +222.3% | -232.5% | -50.8% |
| All | -10.2% | +220.1% | -230.3% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling