+914.4%
WM vs AMBA
+807.9%
+106.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +1.7% |
| 7D | +5.9% | -8.1% | +14.0% | +6.2% |
| 30D | +15.4% | -10.8% | +26.2% | +15.8% |
| 3M | +6.3% | -25.9% | +32.3% | +7.4% |
| 6M | +5.6% | -13.9% | +19.4% | +5.1% |
| YTD | +9.9% | -14.0% | +23.9% | +9.2% |
| 1Y | +20.8% | -25.7% | +46.5% | +20.6% |
| 3Y | +48.5% | +21.5% | +27.1% | +41.3% |
| 5Y | +60.6% | -68.9% | +129.5% | +61.3% |
| 10Y | +349.8% | +5.2% | +344.6% | +298.1% |
| All | +914.4% | +807.9% | +106.5% | +668.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling