+1,321.9%
AMAT vs WAT
+222.4%
+1,099.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | +11.4% | +0.6% | +10.8% | +11.2% |
| 30D | -17.0% | +5.4% | -22.5% | -19.0% |
| 3M | -30.6% | +11.3% | -41.9% | -34.7% |
| 6M | -14.9% | +37.4% | -52.4% | -29.2% |
| YTD | +44.7% | +21.2% | +23.5% | +26.7% |
| 1Y | +66.9% | +21.3% | +45.5% | +46.0% |
| 3Y | +153.3% | +83.4% | +69.9% | +60.1% |
| 5Y | +146.2% | +29.0% | +117.3% | +92.0% |
| All | +1,321.9% | +222.4% | +1,099.5% | +527.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling