+831.9%
AMGN vs WU
-19.6%
+851.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +1.1% | -0.8% | +1.9% | +1.3% |
| 30D | +7.8% | -1.1% | +8.9% | +8.0% |
| 3M | +27.3% | -3.9% | +31.1% | +27.2% |
| 6M | +16.8% | -20.7% | +37.5% | +23.0% |
| YTD | +36.3% | -18.4% | +54.7% | +42.3% |
| 1Y | +60.4% | -8.1% | +68.5% | +60.7% |
| 3Y | +86.3% | -24.2% | +110.5% | +95.2% |
| 5Y | +125.7% | -50.4% | +176.1% | +161.7% |
| 10Y | +247.0% | -40.0% | +287.1% | +266.9% |
| All | +831.9% | -19.6% | +851.5% | +699.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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