+264.6%
AMD vs WAT
+28.6%
+236.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.3% | -8.6% |
| 7D | +18.9% | +0.6% | +18.4% | +18.7% |
| 30D | -6.4% | +5.4% | -11.9% | -7.9% |
| 3M | +10.6% | +11.3% | -0.7% | +5.9% |
| 6M | +19.9% | +37.4% | -17.5% | +4.4% |
| YTD | +149.4% | +21.2% | +128.2% | +125.9% |
| 1Y | +115.4% | +21.3% | +94.0% | +94.4% |
| 3Y | +357.3% | +83.4% | +273.9% | +194.6% |
| All | +264.6% | +28.6% | +236.0% | +193.2% |
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