+199.0%
AMD vs WAB
+203.5%
-4.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.8% | +9.2% | +9.4% |
| 7D | -11.0% | +1.4% | -12.5% | -11.5% |
| 30D | -30.5% | +0.4% | -30.9% | -30.0% |
| 3M | -8.2% | -3.8% | -4.4% | -4.1% |
| 6M | +6.6% | +5.1% | +1.5% | +2.6% |
| YTD | +109.7% | +33.3% | +76.4% | +62.4% |
| 1Y | +88.9% | +39.8% | +49.1% | +40.1% |
| 3Y | +301.8% | +161.1% | +140.8% | +65.2% |
| All | +199.0% | +203.5% | -4.5% | +3.2% |
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 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