+331.1%
AMD vs WWD
+166.3%
+164.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.2% |
| 7D | +2.6% | +1.3% | +1.3% | +1.9% |
| 30D | -0.9% | -7.2% | +6.2% | +2.8% |
| 3M | -8.7% | -3.8% | -4.9% | -7.4% |
| 6M | +136.3% | -9.9% | +146.2% | +146.2% |
| YTD | +123.0% | +14.8% | +108.2% | +104.4% |
| 1Y | +195.2% | +42.1% | +153.1% | +138.0% |
| All | +331.1% | +166.3% | +164.8% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling