+100.2%
AMCR vs WWD
+900.2%
-800.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +13.0% | +42.1% | -29.1% | +3.0% |
| 3Y | +6.9% | +170.8% | -163.9% | -18.2% |
| 5Y | -10.5% | +197.5% | -208.0% | -34.2% |
| 10Y | +20.9% | +477.8% | -456.9% | -20.4% |
| All | +100.2% | +900.2% | -800.0% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling