+113.9%
AMGN vs WAB
+220.4%
-106.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -11.6% | +0.2% | -11.9% | -11.7% |
| 30D | -5.7% | -4.6% | -1.1% | -4.8% |
| 3M | +14.2% | +5.6% | +8.6% | +12.5% |
| 6M | +5.2% | +13.8% | -8.6% | +1.9% |
| YTD | +22.0% | +31.9% | -9.9% | +14.7% |
| 1Y | +43.6% | +48.3% | -4.6% | +31.8% |
| 3Y | +65.0% | +167.1% | -102.1% | +33.7% |
| All | +113.9% | +220.4% | -106.5% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 5y: compounded portfolio wealth divided by compounded WAB 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…
5y analysis · Full analysis span regression · 6 months rolling