+231.8%
WAT vs AME
+438.4%
-206.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +3.4% | -4.1% | +7.5% | +5.7% |
| 30D | +9.6% | -4.1% | +13.8% | +12.0% |
| 3M | +15.5% | -5.6% | +21.1% | +18.7% |
| 6M | +33.9% | +2.8% | +31.1% | +30.7% |
| YTD | +25.2% | +16.6% | +8.6% | +13.3% |
| 1Y | +26.3% | +21.1% | +5.2% | +11.9% |
| 3Y | +85.8% | +61.1% | +24.7% | +36.9% |
| 5Y | +35.3% | +76.6% | -41.3% | -6.2% |
| 10Y | +231.8% | +431.3% | -199.5% | +42.0% |
| All | +231.8% | +438.4% | -206.6% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling