+770.0%
WDC vs AMGN
+91.8%
+678.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -5.0% |
| 7D | +12.1% | +1.1% | +10.9% | +11.9% |
| 30D | -18.8% | +9.3% | -28.1% | -19.6% |
| 3M | -39.3% | +12.1% | -51.4% | -40.4% |
| 6M | -40.1% | +40.3% | -80.4% | -44.3% |
| YTD | +71.8% | +45.2% | +26.6% | +59.0% |
| 1Y | +88.5% | +42.4% | +46.0% | +75.0% |
| 3Y | +770.0% | +91.0% | +679.0% | +606.9% |
| All | +770.0% | +91.8% | +678.2% | +606.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling