+5,359.2%
AMGN vs WAT
+10,816.8%
-5,457.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.3% |
| 7D | +1.1% | -1.3% | +2.4% | +1.4% |
| 30D | +7.8% | +2.3% | +5.5% | +7.1% |
| 3M | +27.3% | +8.7% | +18.5% | +24.3% |
| 6M | +16.8% | +28.3% | -11.5% | +8.4% |
| YTD | +36.3% | +7.8% | +28.5% | +32.1% |
| 1Y | +60.4% | +36.6% | +23.8% | +45.6% |
| 3Y | +86.3% | +45.7% | +40.7% | +61.8% |
| 5Y | +125.7% | -3.3% | +129.0% | +113.8% |
| 10Y | +247.0% | +162.1% | +84.9% | +143.2% |
| All | +5,359.2% | +10,816.8% | -5,457.6% | +1,830.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling