+106.4%
AMCR vs WWD
+900.2%
-793.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -1.9% | +1.3% | -3.2% | -2.2% |
| 30D | -4.1% | -7.2% | +3.1% | -2.5% |
| 3M | +21.7% | -3.8% | +25.5% | +22.4% |
| 6M | +1.5% | -9.9% | +11.4% | +3.7% |
| YTD | +13.1% | +14.8% | -1.7% | +9.0% |
| 1Y | +16.5% | +42.1% | -25.6% | +6.2% |
| 3Y | +10.3% | +170.8% | -160.5% | -15.7% |
| 5Y | -7.7% | +197.5% | -205.2% | -32.2% |
| 10Y | +24.6% | +477.8% | -453.2% | -18.0% |
| All | +106.4% | +900.2% | -793.8% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded WWD 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling