+112.0%
AMGN vs WCC
+228.2%
-116.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -11.6% | +6.8% | -18.4% | -12.2% |
| 30D | -5.7% | -3.0% | -2.7% | -5.5% |
| 3M | +14.2% | +0.2% | +14.0% | +13.8% |
| 6M | +5.2% | +33.2% | -28.0% | +1.6% |
| YTD | +22.0% | +45.8% | -23.8% | +16.8% |
| 1Y | +43.6% | +68.4% | -24.7% | +35.4% |
| 3Y | +65.0% | +131.1% | -66.1% | +48.2% |
| 5Y | +112.0% | +225.6% | -113.6% | +80.4% |
| All | +112.0% | +228.2% | -116.2% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling