-20.2%
AMRZ vs WWD
+39.2%
-59.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.4% |
| 7D | -2.1% | +4.0% | -6.0% | -3.5% |
| 30D | +13.0% | +0.4% | +12.6% | +12.3% |
| 3M | -12.1% | -7.9% | -4.2% | -9.7% |
| 6M | -19.1% | -10.6% | -8.5% | -16.2% |
| YTD | -23.3% | +9.4% | -32.7% | -24.5% |
| 1Y | -16.6% | +25.7% | -42.3% | -20.8% |
| All | -20.2% | +39.2% | -59.3% | -24.1% |
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 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