+112.0%
AMGN vs WAT
-4.9%
+116.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -11.6% | -1.8% | -9.9% | -11.3% |
| 30D | -5.7% | -1.7% | -4.0% | -5.3% |
| 3M | +14.2% | +9.1% | +5.1% | +12.2% |
| 6M | +5.2% | +32.4% | -27.2% | -1.2% |
| YTD | +22.0% | +6.6% | +15.4% | +19.5% |
| 1Y | +43.6% | +34.7% | +8.9% | +34.1% |
| 3Y | +65.0% | +53.6% | +11.4% | +50.2% |
| 5Y | +112.0% | -4.1% | +116.1% | +97.4% |
| All | +112.0% | -4.9% | +116.9% | +97.4% |
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