-4.1%
WAT vs AMCR
-10.2%
+6.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.8% |
| 7D | -1.8% | -6.3% | +4.5% | +1.2% |
| 30D | -1.7% | -7.1% | +5.4% | +1.7% |
| 3M | +9.1% | +12.7% | -3.6% | +2.5% |
| 6M | +32.4% | +5.2% | +27.3% | +28.0% |
| YTD | +6.6% | +8.1% | -1.5% | +0.6% |
| 1Y | +34.7% | +11.7% | +23.0% | +24.6% |
| 3Y | +53.6% | +9.9% | +43.7% | +37.8% |
| 5Y | -4.1% | -8.7% | +4.6% | -5.4% |
| All | -4.1% | -10.2% | +6.1% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling