+6,994.2%
AMGN vs WAB
+4,092.2%
+2,902.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +1.1% | -3.2% | +4.3% | +1.7% |
| 30D | +7.8% | -4.4% | +12.3% | +8.8% |
| 3M | +27.3% | +7.9% | +19.4% | +25.0% |
| 6M | +16.8% | +8.7% | +8.1% | +14.5% |
| YTD | +36.3% | +33.0% | +3.3% | +28.4% |
| 1Y | +60.4% | +46.7% | +13.8% | +48.0% |
| 3Y | +86.3% | +153.0% | -66.7% | +53.0% |
| 5Y | +125.7% | +222.3% | -96.6% | +74.5% |
| 10Y | +247.0% | +291.0% | -44.0% | +145.4% |
| All | +6,994.2% | +4,092.2% | +2,902.0% | +2,890.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling