+193.4%
AMAT vs WAT
+32.5%
+160.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.5% |
| 7D | +7.0% | -0.7% | +7.7% | +7.2% |
| 30D | -12.2% | -1.0% | -11.2% | -12.0% |
| 3M | -3.8% | +10.9% | -14.7% | -7.1% |
| 6M | +45.9% | +33.2% | +12.8% | +31.8% |
| YTD | +84.6% | +6.1% | +78.6% | +75.6% |
| 1Y | +193.4% | +30.2% | +163.1% | +152.1% |
| All | +193.4% | +32.5% | +160.9% | +152.1% |
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