+147.1%
AMAT vs WAT
+35.9%
+111.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.2% | +7.2% | +9.4% |
| 7D | -1.1% | +6.0% | -7.1% | -3.4% |
| 30D | -26.9% | +9.9% | -36.8% | -29.7% |
| 3M | -31.2% | +17.2% | -48.4% | -36.0% |
| 6M | -14.7% | +34.2% | -48.9% | -25.9% |
| YTD | +44.7% | +25.5% | +19.2% | +27.8% |
| 1Y | +62.0% | +28.3% | +33.7% | +41.5% |
| 3Y | +165.0% | +88.4% | +76.6% | +78.8% |
| 5Y | +147.1% | +36.1% | +111.0% | +99.8% |
| All | +147.1% | +35.9% | +111.2% | +99.8% |
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