+45.8%
AMZN vs WAT
-4.5%
+50.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | -6.4% | -1.0% | -5.4% | -6.1% |
| 3M | +4.8% | +10.9% | -6.1% | +0.8% |
| 6M | +20.5% | +33.2% | -12.7% | +7.8% |
| YTD | +11.3% | +6.1% | +5.3% | +7.3% |
| 1Y | +9.0% | +30.2% | -21.3% | -3.1% |
| 3Y | +85.9% | +52.9% | +33.0% | +46.4% |
| 5Y | +45.8% | -5.1% | +50.9% | +32.6% |
| All | +45.8% | -4.5% | +50.2% | +32.6% |
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