+4,140.5%
WDC vs AMT
+1,311.4%
+2,829.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.1% | +6.9% | +6.1% |
| 7D | +1.7% | -0.2% | +2.0% | +1.8% |
| 30D | -10.0% | +4.6% | -14.6% | -11.2% |
| 3M | -18.8% | -8.4% | -10.3% | -17.9% |
| 6M | +79.0% | -6.0% | +85.1% | +79.1% |
| YTD | +171.6% | +2.1% | +169.4% | +164.9% |
| 1Y | +417.4% | -6.4% | +423.8% | +414.8% |
| 3Y | +1,251.8% | +8.1% | +1,243.7% | +1,154.6% |
| 5Y | +911.7% | -31.9% | +943.6% | +955.8% |
| 10Y | +1,399.6% | +97.1% | +1,302.5% | +1,075.7% |
| All | +4,140.5% | +1,311.4% | +2,829.2% | +1,899.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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