+278.7%
AMD vs WAB
+224.0%
+54.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.1% |
| 7D | +13.1% | +3.1% | +10.0% | +11.3% |
| 30D | -7.0% | +6.4% | -13.4% | -10.8% |
| 3M | +16.6% | +2.2% | +14.4% | +15.6% |
| 6M | +20.5% | +13.7% | +6.8% | +8.4% |
| YTD | +158.2% | +43.0% | +115.2% | +88.3% |
| 1Y | +132.8% | +47.0% | +85.8% | +65.5% |
| 3Y | +366.2% | +174.4% | +191.8% | +84.2% |
| 5Y | +278.7% | +222.2% | +56.5% | +22.6% |
| All | +278.7% | +224.0% | +54.7% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling