+91.0%
AMGN vs WWD
+148.2%
-57.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.1% | +4.0% | -2.8% | +0.7% |
| 30D | +9.3% | +0.4% | +8.9% | +9.1% |
| 3M | +12.1% | -7.9% | +20.0% | +13.1% |
| 6M | +40.3% | -10.6% | +50.9% | +41.4% |
| YTD | +45.2% | +9.4% | +35.8% | +42.4% |
| 1Y | +42.4% | +25.7% | +16.7% | +37.0% |
| 3Y | +91.0% | +148.5% | -57.5% | +63.6% |
| All | +91.0% | +148.2% | -57.1% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling