+564.1%
AMZN vs W
+142.4%
+421.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -1.0% | +5.9% | -6.9% | -2.1% |
| 30D | -9.2% | -3.0% | -6.2% | -8.8% |
| 3M | +3.4% | +40.3% | -37.0% | -5.0% |
| 6M | +18.2% | +32.2% | -14.0% | +9.0% |
| YTD | +9.3% | -0.3% | +9.6% | +5.8% |
| 1Y | +5.9% | +16.2% | -10.2% | -1.7% |
| 3Y | +82.6% | +40.7% | +41.9% | +50.0% |
| 5Y | +44.9% | -62.3% | +107.2% | +29.3% |
| 10Y | +564.1% | +162.2% | +401.9% | +320.4% |
| All | +564.1% | +142.4% | +421.7% | +320.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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