+7,488.9%
AMAT vs WAT
+11,982.1%
-4,493.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.1% | -10.5% | -12.5% |
| 7D | -24.3% | -5.6% | -18.7% | -22.6% |
| 30D | -39.8% | +3.8% | -43.6% | -40.5% |
| 3M | -40.2% | +13.3% | -53.4% | -42.8% |
| 6M | -22.1% | +32.2% | -54.3% | -29.6% |
| YTD | +24.7% | +19.3% | +5.4% | +15.6% |
| 1Y | +33.3% | +21.8% | +11.5% | +22.7% |
| 3Y | +133.9% | +73.9% | +59.9% | +86.0% |
| 5Y | +117.1% | +32.1% | +85.0% | +88.8% |
| 10Y | +1,158.7% | +228.2% | +930.4% | +726.6% |
| All | +7,488.9% | +11,982.1% | -4,493.3% | +2,233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling