+7,765.4%
AMD vs WTW
+218.5%
+7,546.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.0% | -10.7% | -9.5% |
| 7D | +18.9% | +2.0% | +17.0% | +18.0% |
| 30D | -6.4% | +12.9% | -19.3% | -11.1% |
| 3M | +10.6% | +0.7% | +9.8% | +9.0% |
| 6M | +19.9% | +39.5% | -19.6% | +1.4% |
| YTD | +149.4% | +3.1% | +146.3% | +136.6% |
| 1Y | +115.4% | +4.8% | +110.6% | +102.5% |
| 3Y | +357.3% | +42.9% | +314.3% | +243.4% |
| 5Y | +261.1% | +55.3% | +205.9% | +154.9% |
| All | +7,765.4% | +218.5% | +7,546.9% | +3,851.1% |
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