+53.9%
WM vs AMBA
-54.5%
+108.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.2% |
| 7D | -0.3% | -11.0% | +10.7% | -0.2% |
| 30D | -2.4% | -23.2% | +20.8% | -2.2% |
| 3M | +0.4% | -12.7% | +13.1% | +0.3% |
| 6M | -9.5% | +11.2% | -20.7% | -10.2% |
| YTD | +0.5% | -11.2% | +11.7% | +0.2% |
| 1Y | -1.1% | -22.5% | +21.5% | -1.3% |
| 3Y | +46.0% | -1.3% | +47.3% | +42.4% |
| All | +53.9% | -54.5% | +108.5% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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