+195.5%
AMGN vs WTW
+198.0%
-2.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -13.7% | -5.7% | -8.0% | -12.2% |
| 30D | -8.8% | -7.3% | -1.5% | -6.8% |
| 3M | +7.2% | +21.5% | -14.3% | +1.2% |
| 6M | +1.3% | +9.6% | -8.4% | -2.1% |
| YTD | +17.6% | -3.3% | +20.9% | +17.6% |
| 1Y | +37.2% | -6.1% | +43.3% | +38.3% |
| 3Y | +57.7% | +61.8% | -4.1% | +31.0% |
| 5Y | +106.3% | +42.7% | +63.6% | +75.4% |
| All | +195.5% | +198.0% | -2.5% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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