+96.6%
AMCR vs WAB
+740.7%
-644.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -1.8% | +1.7% | -3.5% | -2.3% |
| 30D | -6.0% | -2.4% | -3.6% | -5.4% |
| 3M | +18.9% | +9.7% | +9.3% | +15.7% |
| 6M | +5.7% | +16.5% | -10.9% | +1.3% |
| YTD | +11.1% | +33.7% | -22.6% | +2.9% |
| 1Y | +12.7% | +49.7% | -37.0% | +1.2% |
| 3Y | +9.6% | +170.9% | -161.3% | -16.1% |
| 5Y | -10.3% | +228.0% | -238.4% | -34.7% |
| 10Y | +16.5% | +284.8% | -268.3% | -22.9% |
| All | +96.6% | +740.7% | -644.1% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling