+37.2%
AMGN vs W
+10.7%
+26.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.4% |
| 7D | -13.7% | -0.9% | -12.8% | -13.7% |
| 30D | -8.8% | -4.2% | -4.6% | -8.7% |
| 3M | +7.2% | +26.9% | -19.7% | +6.2% |
| 6M | +1.3% | +31.2% | -30.0% | +0.1% |
| YTD | +17.6% | -1.8% | +19.5% | +15.7% |
| 1Y | +37.2% | +9.3% | +27.9% | +32.9% |
| All | +37.2% | +10.7% | +26.4% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling