+14.6%
AMCR vs WWD
+498.2%
-483.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -2.0% |
| 7D | -6.3% | -2.6% | -3.7% | -5.5% |
| 30D | -7.8% | -6.9% | -0.9% | -5.9% |
| 3M | +7.5% | -13.0% | +20.6% | +11.7% |
| 6M | +2.7% | -12.5% | +15.1% | +6.4% |
| YTD | +6.0% | +11.8% | -5.8% | +1.8% |
| 1Y | +7.8% | +41.1% | -33.3% | -4.2% |
| 3Y | +5.8% | +163.1% | -157.3% | -24.9% |
| 5Y | -11.6% | +187.6% | -199.2% | -40.5% |
| All | +14.6% | +498.2% | -483.6% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling