+60,958.4%
AMGN vs WM
+26,336.4%
+34,622.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.3% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +7.8% | -2.4% | +10.2% | +8.3% |
| 3M | +27.3% | +0.4% | +26.8% | +27.0% |
| 6M | +16.8% | -9.5% | +26.3% | +18.9% |
| YTD | +36.3% | +0.5% | +35.8% | +35.9% |
| 1Y | +60.4% | -1.1% | +61.5% | +60.3% |
| 3Y | +86.3% | +46.0% | +40.3% | +72.2% |
| 5Y | +125.7% | +51.8% | +73.8% | +106.2% |
| 10Y | +247.0% | +307.5% | -60.5% | +166.0% |
| All | +60,958.4% | +26,336.4% | +34,622.0% | +24,746.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling