+331.1%
AMD vs WAT
+46.1%
+285.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.0% |
| 7D | +2.6% | -1.3% | +3.9% | +2.9% |
| 30D | -0.9% | +2.3% | -3.3% | -1.7% |
| 3M | -8.7% | +8.7% | -17.5% | -11.1% |
| 6M | +136.3% | +28.3% | +108.0% | +118.9% |
| YTD | +123.0% | +7.8% | +115.2% | +114.8% |
| 1Y | +195.2% | +36.6% | +158.6% | +162.9% |
| All | +331.1% | +46.1% | +285.0% | +265.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling