+166.1%
WAT vs AMCR
+14.6%
+151.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +2.3% |
| 7D | +30.8% | -7.5% | +38.3% | +34.4% |
| 30D | +30.8% | -7.5% | +38.3% | +34.4% |
| 3M | +30.8% | -7.5% | +38.3% | +34.4% |
| 6M | +30.8% | -7.5% | +38.3% | +34.4% |
| YTD | +7.5% | +6.0% | +1.5% | +3.9% |
| 1Y | +35.0% | +7.8% | +27.2% | +29.4% |
| 3Y | +55.1% | +5.8% | +49.3% | +47.6% |
| 5Y | -2.8% | -11.6% | +8.8% | -0.9% |
| All | +166.1% | +14.6% | +151.5% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded AMCR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling