+199.6%
AMGN vs WAT
+166.5%
+33.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.0% |
| 7D | -13.9% | -2.9% | -11.0% | -13.1% |
| 30D | -7.1% | -3.2% | -3.9% | -6.3% |
| 3M | +13.9% | +10.6% | +3.3% | +10.7% |
| 6M | +3.2% | +34.0% | -30.8% | -5.6% |
| YTD | +19.2% | +5.7% | +13.5% | +16.2% |
| 1Y | +41.1% | +37.1% | +4.1% | +27.4% |
| 3Y | +61.3% | +52.4% | +8.9% | +36.8% |
| 5Y | +109.1% | -4.4% | +113.5% | +102.0% |
| All | +199.6% | +166.5% | +33.1% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling