+1,994.2%
AMGN vs WCC
+1,713.7%
+280.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.4% | -2.1% |
| 7D | +1.1% | +4.5% | -3.4% | +0.4% |
| 30D | +7.8% | -5.8% | +13.6% | +8.6% |
| 3M | +27.3% | -3.7% | +30.9% | +27.2% |
| 6M | +16.8% | +23.1% | -6.2% | +12.3% |
| YTD | +36.3% | +44.2% | -7.8% | +27.9% |
| 1Y | +60.4% | +62.1% | -1.7% | +47.5% |
| 3Y | +86.3% | +121.1% | -34.8% | +59.1% |
| 5Y | +125.7% | +214.0% | -88.3% | +77.0% |
| 10Y | +247.0% | +472.8% | -225.8% | +131.3% |
| All | +1,994.2% | +1,713.7% | +280.5% | +781.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling