+14,784.6%
AMGN vs WWD
+14,675.7%
+108.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.1% | +4.0% | -2.8% | +0.4% |
| 30D | +9.3% | +0.4% | +8.9% | +9.0% |
| 3M | +12.1% | -7.9% | +20.0% | +13.4% |
| 6M | +40.3% | -10.6% | +50.9% | +42.1% |
| YTD | +45.2% | +9.4% | +35.8% | +41.3% |
| 1Y | +42.4% | +25.7% | +16.7% | +35.1% |
| 3Y | +91.0% | +148.5% | -57.5% | +58.4% |
| 5Y | +157.4% | +189.5% | -32.1% | +104.6% |
| 10Y | +321.0% | +451.8% | -130.7% | +183.1% |
| All | +14,784.6% | +14,675.7% | +108.9% | +6,324.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling