+326.9%
AMGN vs W
+211.1%
+115.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | 0.0% |
| 7D | +1.5% | -1.7% | +3.1% | +1.6% |
| 30D | +13.1% | +3.2% | +9.9% | +12.8% |
| 3M | +12.9% | +8.3% | +4.6% | +12.1% |
| 6M | +40.8% | +84.3% | -43.5% | +33.9% |
| YTD | +45.6% | +11.0% | +34.6% | +42.6% |
| 1Y | +42.7% | -0.2% | +43.0% | +40.7% |
| 3Y | +91.2% | +157.9% | -66.8% | +70.4% |
| 5Y | +158.1% | -56.8% | +214.9% | +152.1% |
| All | +326.9% | +211.1% | +115.8% | +223.8% |
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