+195.5%
AMGN vs WCC
+540.7%
-345.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -1.8% |
| 7D | -13.7% | +1.4% | -15.1% | -13.9% |
| 30D | -8.8% | -2.3% | -6.5% | -8.7% |
| 3M | +7.2% | +3.7% | +3.5% | +6.3% |
| 6M | +1.3% | +34.8% | -33.5% | -3.1% |
| YTD | +17.6% | +46.1% | -28.5% | +11.3% |
| 1Y | +37.2% | +62.7% | -25.6% | +27.8% |
| 3Y | +57.7% | +133.6% | -75.9% | +37.2% |
| 5Y | +106.3% | +226.1% | -119.8% | +66.8% |
| All | +195.5% | +540.7% | -345.2% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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