+7,808.9%
AMAT vs WAT
+12,102.7%
-4,293.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.9% |
| 7D | -14.7% | -1.1% | -13.6% | -14.2% |
| 30D | -36.1% | +5.0% | -41.1% | -37.0% |
| 3M | -36.9% | +14.5% | -51.3% | -39.8% |
| 6M | -22.2% | +30.9% | -53.1% | -29.4% |
| YTD | +29.9% | +20.5% | +9.5% | +20.1% |
| 1Y | +43.3% | +23.3% | +20.0% | +31.3% |
| 3Y | +142.7% | +81.5% | +61.2% | +90.2% |
| 5Y | +126.2% | +33.4% | +92.8% | +96.1% |
| 10Y | +1,211.7% | +231.5% | +980.2% | +758.5% |
| All | +7,808.9% | +12,102.7% | -4,293.7% | +2,323.4% |
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