+199.0%
AMD vs WAT
+32.4%
+166.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.0% | +10.0% | +10.6% |
| 7D | -11.0% | -1.1% | -9.9% | -10.2% |
| 30D | -30.5% | +5.0% | -35.4% | -31.5% |
| 3M | -8.2% | +14.5% | -22.7% | -13.3% |
| 6M | +6.6% | +30.9% | -24.4% | -5.3% |
| YTD | +109.7% | +20.5% | +89.2% | +90.3% |
| 1Y | +88.9% | +23.3% | +65.6% | +69.1% |
| 3Y | +301.8% | +81.5% | +220.3% | +160.6% |
| All | +199.0% | +32.4% | +166.7% | +142.2% |
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