+21.3%
WAT vs AMCR
+8.7%
+12.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.6% | -2.4% | +3.0% | +1.4% |
| 30D | +5.4% | +3.6% | +1.8% | +3.7% |
| 3M | +11.3% | -4.2% | +15.5% | +12.4% |
| 6M | +37.4% | +15.5% | +21.9% | +29.9% |
| YTD | +21.2% | +9.7% | +11.4% | +14.4% |
| 1Y | +21.3% | +8.3% | +13.0% | +15.5% |
| All | +21.3% | +8.7% | +12.7% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling