+8,520.0%
AMD vs WAT
+223.8%
+8,296.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.7% | +6.8% |
| 7D | +44.7% | +2.0% | +42.7% | +43.4% |
| 30D | -3.3% | +7.7% | -11.0% | -6.2% |
| 3M | +21.2% | +11.1% | +10.1% | +15.4% |
| 6M | +30.6% | +31.2% | -0.7% | +13.8% |
| YTD | +173.3% | +21.7% | +151.6% | +143.0% |
| 1Y | +126.1% | +19.3% | +106.8% | +102.6% |
| 3Y | +393.5% | +80.6% | +312.9% | +218.4% |
| 5Y | +295.8% | +29.5% | +266.2% | +212.6% |
| All | +8,520.0% | +223.8% | +8,296.2% | +3,570.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling