+132.8%
AMAT vs WAT
+73.0%
+59.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.1% | -10.5% | -12.4% |
| 7D | -24.3% | -5.6% | -18.7% | -22.4% |
| 30D | -39.8% | +3.8% | -43.6% | -40.4% |
| 3M | -40.2% | +13.3% | -53.4% | -43.0% |
| 6M | -22.1% | +32.2% | -54.3% | -30.2% |
| YTD | +24.7% | +19.3% | +5.4% | +14.6% |
| 1Y | +33.3% | +21.8% | +11.5% | +21.4% |
| All | +132.8% | +73.0% | +59.8% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling