+386.0%
WDC vs AMGN
+40.4%
+345.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -4.4% |
| 7D | +4.4% | -13.9% | +18.3% | +4.1% |
| 30D | +5.3% | -7.1% | +12.4% | +4.7% |
| 3M | -5.9% | +13.9% | -19.8% | -10.4% |
| 6M | +73.2% | +3.2% | +70.0% | +71.0% |
| YTD | +167.8% | +19.2% | +148.6% | +153.9% |
| 1Y | +386.0% | +41.1% | +344.9% | +302.9% |
| All | +386.0% | +40.4% | +345.6% | +302.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 1y: compounded portfolio wealth divided by compounded AMGN 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…
1y analysis · Full analysis span regression · 6 months rolling