+44.9%
AMZN vs WAB
+224.0%
-179.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.1% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -9.2% | -4.6% | -4.7% | -7.2% |
| 3M | +3.4% | +5.6% | -2.3% | -0.8% |
| 6M | +18.2% | +13.8% | +4.4% | +8.2% |
| YTD | +9.3% | +31.9% | -22.5% | -8.4% |
| 1Y | +5.9% | +48.3% | -42.3% | -17.5% |
| 3Y | +82.6% | +167.1% | -84.5% | +0.3% |
| 5Y | +44.9% | +222.9% | -178.0% | -30.4% |
| All | +44.9% | +224.0% | -179.1% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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