+379.9%
AMGN vs W
+217.9%
+162.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -2.2% | -7.4% | +5.2% | -1.6% |
| 30D | +12.1% | +7.8% | +4.3% | +11.4% |
| 3M | +13.6% | +10.9% | +2.8% | +12.6% |
| 6M | +43.9% | +86.4% | -42.5% | +36.5% |
| YTD | +45.9% | +14.0% | +32.0% | +42.5% |
| 1Y | +42.1% | +3.5% | +38.6% | +39.6% |
| 3Y | +91.6% | +164.8% | -73.2% | +69.4% |
| 5Y | +158.5% | -53.1% | +211.6% | +148.4% |
| 10Y | +323.2% | +220.4% | +102.8% | +198.8% |
| All | +379.9% | +217.9% | +162.1% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling