+203.0%
AMAT vs WAT
+46.1%
+156.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | -1.5% | -1.3% | -0.2% | -1.0% |
| 30D | -14.8% | +2.3% | -17.1% | -15.6% |
| 3M | -9.3% | +8.7% | -18.0% | -12.2% |
| 6M | +27.4% | +28.3% | -0.9% | +15.0% |
| YTD | +77.6% | +7.8% | +69.8% | +69.7% |
| 1Y | +188.9% | +36.6% | +152.3% | +150.4% |
| All | +203.0% | +46.1% | +156.9% | +160.6% |
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 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