+1,394.6%
WDC vs AMGN
+65.8%
+1,328.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +7.5% | -11.6% | +19.1% | +9.3% |
| 30D | +10.1% | -5.7% | +15.7% | +10.5% |
| 3M | -6.8% | +14.2% | -21.0% | -10.9% |
| 6M | +84.1% | +5.2% | +79.0% | +80.0% |
| YTD | +180.3% | +22.0% | +158.3% | +163.2% |
| 1Y | +411.1% | +43.6% | +367.5% | +356.6% |
| All | +1,394.6% | +65.8% | +1,328.8% | +1,098.8% |
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