+6,882.0%
AMD vs WAB
+288.1%
+6,593.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.3% |
| 7D | +2.6% | -3.2% | +5.8% | +4.3% |
| 30D | -0.9% | -4.4% | +3.5% | +1.4% |
| 3M | -8.7% | +7.9% | -16.6% | -12.3% |
| 6M | +136.3% | +8.7% | +127.6% | +126.7% |
| YTD | +123.0% | +33.0% | +90.0% | +93.0% |
| 1Y | +195.2% | +46.7% | +148.5% | +143.4% |
| 3Y | +336.3% | +153.0% | +183.3% | +180.9% |
| 5Y | +334.5% | +222.3% | +112.2% | +155.1% |
| All | +6,882.0% | +288.1% | +6,593.9% | +3,203.2% |
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