+66.0%
AMAT vs WAT
+19.9%
+46.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.7% | -2.9% |
| 7D | +19.3% | +2.0% | +17.3% | +18.6% |
| 30D | -17.9% | +7.7% | -25.6% | -19.3% |
| 3M | -30.4% | +11.1% | -41.5% | -32.3% |
| 6M | -11.4% | +31.2% | -42.7% | -18.4% |
| YTD | +48.8% | +21.7% | +27.1% | +34.0% |
| 1Y | +66.0% | +19.3% | +46.7% | +52.1% |
| All | +66.0% | +19.9% | +46.1% | +52.1% |
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