+337.5%
AMD vs WAT
-3.2%
+340.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.1% |
| 7D | +2.6% | -1.3% | +3.9% | +3.1% |
| 30D | -0.9% | +2.3% | -3.3% | -2.1% |
| 3M | -8.7% | +8.7% | -17.5% | -12.3% |
| 6M | +136.3% | +28.3% | +108.0% | +109.8% |
| YTD | +123.0% | +7.8% | +115.2% | +111.6% |
| 1Y | +195.2% | +36.6% | +158.6% | +146.8% |
| 3Y | +336.3% | +45.7% | +290.7% | +220.7% |
| All | +337.5% | -3.2% | +340.8% | +284.7% |
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