+345.7%
AMGN vs WM
+339.4%
+6.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.9% |
| 7D | -1.2% | +1.2% | -2.4% | -1.7% |
| 30D | +11.5% | +13.1% | -1.6% | +5.6% |
| 3M | +14.4% | +3.6% | +10.8% | +12.5% |
| 6M | +40.9% | +8.1% | +32.8% | +35.7% |
| YTD | +43.5% | +8.9% | +34.6% | +37.2% |
| 1Y | +49.9% | +20.3% | +29.6% | +37.1% |
| 3Y | +84.6% | +46.2% | +38.5% | +51.9% |
| 5Y | +151.6% | +59.9% | +91.7% | +94.3% |
| All | +345.7% | +339.4% | +6.2% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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