+65.7%
AMGN vs WAT
+32.9%
+32.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.1% | +3.3% |
| 7D | +5.9% | -1.9% | +7.8% | +6.4% |
| 30D | +18.7% | +6.2% | +12.5% | +16.7% |
| 3M | +23.4% | +18.1% | +5.3% | +18.1% |
| 6M | +49.7% | +54.9% | -5.2% | +34.3% |
| YTD | +49.2% | +23.1% | +26.1% | +42.8% |
| 1Y | +65.7% | +27.3% | +38.4% | +56.0% |
| All | +65.7% | +32.9% | +32.8% | +56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling