+8,378.1%
AMD vs WTW
+197.9%
+8,180.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.6% |
| 7D | +10.4% | -7.8% | +18.2% | +13.7% |
| 30D | +6.2% | -7.9% | +14.1% | +9.2% |
| 3M | +11.3% | +19.9% | -8.6% | +1.7% |
| 6M | +147.8% | +9.8% | +138.0% | +131.4% |
| YTD | +135.2% | -3.3% | +138.5% | +130.4% |
| 1Y | +215.7% | -3.3% | +219.0% | +207.2% |
| 3Y | +374.7% | +61.5% | +313.2% | +224.8% |
| 5Y | +378.7% | +42.6% | +336.1% | +253.3% |
| All | +8,378.1% | +197.9% | +8,180.3% | +4,518.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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