+199.6%
AMGN vs W
+155.6%
+43.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.4% | -2.1% |
| 7D | -13.9% | +0.5% | -14.4% | -13.9% |
| 30D | -7.1% | -5.6% | -1.6% | -6.8% |
| 3M | +13.9% | +41.9% | -28.0% | +10.5% |
| 6M | +3.2% | +30.2% | -27.0% | +0.4% |
| YTD | +19.2% | -2.9% | +22.2% | +17.9% |
| 1Y | +41.1% | +11.6% | +29.6% | +37.6% |
| 3Y | +61.3% | +37.0% | +24.3% | +49.7% |
| 5Y | +109.1% | -62.8% | +171.9% | +106.3% |
| All | +199.6% | +155.6% | +43.9% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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