+195.5%
AMGN vs WBD
+15.0%
+180.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.3% |
| 7D | -13.7% | -0.7% | -13.0% | -13.6% |
| 30D | -8.8% | +1.4% | -10.2% | -8.9% |
| 3M | +7.2% | +4.4% | +2.8% | +6.7% |
| 6M | +1.3% | +0.8% | +0.4% | +1.2% |
| YTD | +17.6% | -2.7% | +20.4% | +17.9% |
| 1Y | +37.2% | +73.4% | -36.2% | +29.7% |
| 3Y | +57.7% | +142.1% | -84.4% | +40.2% |
| 5Y | +106.3% | +7.2% | +99.0% | +94.0% |
| All | +195.5% | +15.0% | +180.6% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling