+45.8%
AMZN vs W
-63.0%
+108.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.8% | +6.5% | -5.7% | -0.6% |
| 30D | -6.4% | -6.2% | -0.2% | -5.1% |
| 3M | +4.8% | +48.9% | -44.1% | -6.4% |
| 6M | +20.5% | +31.2% | -10.7% | +9.8% |
| YTD | +11.3% | -0.4% | +11.8% | +7.1% |
| 1Y | +9.0% | +14.8% | -5.9% | -0.1% |
| 3Y | +85.9% | +40.5% | +45.4% | +46.3% |
| 5Y | +45.8% | -62.1% | +107.9% | +26.1% |
| All | +45.8% | -63.0% | +108.8% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling