+112.0%
AMGN vs WWD
+191.3%
-79.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -11.6% | +0.6% | -12.3% | -11.7% |
| 30D | -5.7% | -5.1% | -0.6% | -5.0% |
| 3M | +14.2% | -11.2% | +25.5% | +15.7% |
| 6M | +5.2% | -12.0% | +17.2% | +6.4% |
| YTD | +22.0% | +12.0% | +10.0% | +19.3% |
| 1Y | +43.6% | +42.8% | +0.8% | +35.4% |
| 3Y | +65.0% | +168.9% | -103.9% | +39.7% |
| 5Y | +112.0% | +192.2% | -80.2% | +73.0% |
| All | +112.0% | +191.3% | -79.2% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling