+10,029.5%
WDC vs AMAT
+104,326.2%
-94,296.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.7% | -3.4% |
| 7D | -28.0% | -14.7% | -13.2% | -21.8% |
| 30D | -34.9% | -36.1% | +1.2% | -19.0% |
| 3M | -41.6% | -36.9% | -4.7% | -27.1% |
| 6M | -45.4% | -22.2% | -23.2% | -37.4% |
| YTD | +53.3% | +29.9% | +23.4% | +40.5% |
| 1Y | +61.5% | +43.3% | +18.3% | +42.0% |
| 3Y | +712.3% | +142.7% | +569.7% | +452.1% |
| 5Y | +524.2% | +126.2% | +398.0% | +329.8% |
| 10Y | +616.5% | +1,211.7% | -595.2% | +135.0% |
| All | +10,029.5% | +104,326.2% | -94,296.6% | +613.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMAT.
Daily Out/Under-Performance
Portfolio return minus AMAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMAT 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 all: compounded portfolio wealth divided by compounded AMAT 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…
all analysis · Full analysis span regression · 6 months rolling