+255.5%
AMD vs WM
+61.7%
+193.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +1.1% |
| 7D | -15.5% | +5.9% | -21.4% | -15.2% |
| 30D | -22.6% | +15.4% | -38.0% | -22.5% |
| 3M | -5.7% | +6.3% | -12.1% | -5.4% |
| 6M | +43.1% | +5.6% | +37.5% | +43.0% |
| YTD | +128.2% | +9.9% | +118.3% | +124.4% |
| 1Y | +95.5% | +20.8% | +74.6% | +85.7% |
| 3Y | +335.4% | +48.5% | +286.9% | +266.6% |
| 5Y | +255.5% | +60.6% | +194.9% | +173.4% |
| All | +255.5% | +61.7% | +193.8% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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