+991.6%
WDC vs AMGN
+107.3%
+884.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +7.5% | -11.6% | +19.1% | +10.1% |
| 30D | +10.1% | -5.7% | +15.7% | +10.8% |
| 3M | -6.8% | +14.2% | -21.0% | -11.5% |
| 6M | +84.1% | +5.2% | +79.0% | +79.2% |
| YTD | +180.3% | +22.0% | +158.3% | +160.5% |
| 1Y | +411.1% | +43.6% | +367.5% | +349.9% |
| 3Y | +1,375.0% | +65.0% | +1,310.0% | +1,101.5% |
| 5Y | +991.6% | +112.0% | +879.5% | +660.5% |
| All | +991.6% | +107.3% | +884.2% | +660.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling