+126.7%
AMAT vs WAT
+32.4%
+94.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.8% |
| 7D | -14.7% | -1.1% | -13.6% | -14.1% |
| 30D | -36.1% | +5.0% | -41.1% | -37.3% |
| 3M | -36.9% | +14.5% | -51.3% | -40.7% |
| 6M | -22.2% | +30.9% | -53.1% | -31.7% |
| YTD | +29.9% | +20.5% | +9.5% | +16.8% |
| 1Y | +43.3% | +23.3% | +20.0% | +27.3% |
| 3Y | +142.7% | +81.5% | +61.2% | +66.2% |
| All | +126.7% | +32.4% | +94.3% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling