+7,228.2%
AMD vs WAB
+305.5%
+6,922.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +5.1% | +8.1% | +10.5% |
| 7D | +8.9% | +4.0% | +5.0% | +7.6% |
| 30D | -16.4% | +4.5% | -20.8% | -17.5% |
| 3M | +5.2% | +2.3% | +2.9% | +4.8% |
| 6M | +11.7% | +12.5% | -0.7% | +6.0% |
| YTD | +137.5% | +40.2% | +97.3% | +101.4% |
| 1Y | +117.8% | +45.2% | +72.6% | +81.5% |
| 3Y | +348.1% | +171.8% | +176.3% | +180.3% |
| 5Y | +241.5% | +217.6% | +23.9% | +100.4% |
| 10Y | +7,228.2% | +285.3% | +6,942.9% | +3,599.2% |
| All | +7,228.2% | +305.5% | +6,922.8% | +3,599.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling