+326.9%
AMGN vs WM
+331.3%
-4.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.9% |
| 7D | +1.5% | +1.2% | +0.3% | +1.0% |
| 30D | +13.1% | +15.2% | -2.1% | +6.4% |
| 3M | +12.9% | +8.3% | +4.5% | +8.9% |
| 6M | +40.8% | +13.1% | +27.6% | +32.9% |
| YTD | +45.6% | +12.5% | +33.1% | +37.3% |
| 1Y | +42.7% | +21.8% | +21.0% | +29.9% |
| 3Y | +91.2% | +48.8% | +42.4% | +56.2% |
| 5Y | +158.1% | +62.1% | +96.1% | +98.8% |
| All | +326.9% | +331.3% | -4.3% | +113.6% |
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