+116.0%
INTC vs WAT
-4.9%
+120.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +18.0% | -1.8% | +19.8% | +18.8% |
| 30D | +8.9% | -1.7% | +10.6% | +9.6% |
| 3M | -1.6% | +9.1% | -10.6% | -5.4% |
| 6M | +133.1% | +32.4% | +100.7% | +104.3% |
| YTD | +187.9% | +6.6% | +181.3% | +176.1% |
| 1Y | +334.7% | +34.7% | +300.0% | +273.7% |
| 3Y | +184.2% | +53.6% | +130.6% | +126.2% |
| 5Y | +116.0% | -4.1% | +120.1% | +83.7% |
| All | +116.0% | -4.9% | +120.9% | +83.7% |
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