+641.7%
AMZN vs WAT
+222.4%
+419.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +2.8% | +0.6% | +2.3% | +2.6% |
| 30D | +5.0% | +5.4% | -0.5% | +3.0% |
| 3M | +0.6% | +11.3% | -10.7% | -3.3% |
| 6M | -1.3% | +37.4% | -38.7% | -12.3% |
| YTD | +15.5% | +21.2% | -5.6% | +5.9% |
| 1Y | +12.2% | +21.3% | -9.1% | +2.8% |
| 3Y | +87.0% | +83.4% | +3.6% | +39.9% |
| 5Y | +51.3% | +29.0% | +22.3% | +28.3% |
| All | +641.7% | +222.4% | +419.2% | +333.0% |
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 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