+65.8%
AMGN vs W
+44.2%
+21.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.5% | -10.6% | -10.1% |
| 7D | -10.3% | +6.5% | -16.7% | -10.6% |
| 30D | -3.8% | -6.2% | +2.5% | -3.4% |
| 3M | +14.4% | +48.9% | -34.5% | +10.9% |
| 6M | +7.8% | +31.2% | -23.4% | +5.0% |
| YTD | +22.6% | -0.4% | +23.0% | +21.1% |
| 1Y | +44.2% | +14.8% | +29.4% | +40.3% |
| 3Y | +65.8% | +40.5% | +25.3% | +52.4% |
| All | +65.8% | +44.2% | +21.7% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling