+61.4%
AMAT vs WAT
+32.9%
+28.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.8% |
| 7D | -11.2% | -1.9% | -9.3% | -10.6% |
| 30D | -31.9% | +6.2% | -38.1% | -32.9% |
| 3M | -32.3% | +18.1% | -50.4% | -35.7% |
| 6M | -5.4% | +54.9% | -60.3% | -17.7% |
| YTD | +44.3% | +23.1% | +21.1% | +29.1% |
| 1Y | +61.4% | +27.3% | +34.1% | +43.3% |
| All | +61.4% | +32.9% | +28.4% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling