-17.0%
AMRZ vs WWD
+29.5%
-46.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.0% | +2.6% | -1.1% |
| 7D | +2.5% | -2.6% | +5.1% | +3.3% |
| 30D | +14.4% | -7.7% | +22.1% | +17.5% |
| 3M | -19.2% | -17.7% | -1.4% | -13.2% |
| 6M | -19.7% | -15.9% | -3.8% | -14.8% |
| YTD | -20.2% | +1.8% | -21.9% | -19.3% |
| 1Y | -15.1% | +17.4% | -32.5% | -17.2% |
| All | -17.0% | +29.5% | -46.4% | -18.9% |
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