+199.6%
AMGN vs WWD
+490.2%
-290.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -2.0% |
| 7D | -13.9% | -2.9% | -11.0% | -13.4% |
| 30D | -7.1% | -6.6% | -0.5% | -6.1% |
| 3M | +13.9% | -9.3% | +23.2% | +15.4% |
| 6M | +3.2% | -13.6% | +16.9% | +5.2% |
| YTD | +19.2% | +10.4% | +8.9% | +16.2% |
| 1Y | +41.1% | +39.9% | +1.3% | +31.6% |
| 3Y | +61.3% | +165.0% | -103.8% | +32.1% |
| 5Y | +109.1% | +183.8% | -74.7% | +66.4% |
| All | +199.6% | +490.2% | -290.7% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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