-18.3%
AMRZ vs WWD
+41.0%
-59.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | 0.0% | +0.4% | -0.5% | -0.3% |
| 30D | +15.9% | -0.4% | +16.3% | +15.7% |
| 3M | -9.2% | -6.1% | -3.1% | -7.4% |
| 6M | -20.3% | -9.5% | -10.8% | -17.8% |
| YTD | -21.5% | +10.8% | -32.3% | -23.1% |
| 1Y | -12.9% | +23.5% | -36.4% | -17.2% |
| All | -18.3% | +41.0% | -59.3% | -22.7% |
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