+152.6%
WAT vs AME
+421.6%
-269.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -0.7% | +2.8% | -3.5% | -2.3% |
| 30D | -1.0% | -6.3% | +5.3% | +2.6% |
| 3M | +10.9% | +5.4% | +5.5% | +7.3% |
| 6M | +33.2% | +7.4% | +25.7% | +27.2% |
| YTD | +6.1% | +16.2% | -10.1% | -3.4% |
| 1Y | +30.2% | +26.8% | +3.4% | +12.5% |
| 3Y | +52.9% | +57.5% | -4.6% | +14.6% |
| 5Y | -5.1% | +84.8% | -90.0% | -35.7% |
| 10Y | +152.6% | +424.3% | -271.7% | +3.9% |
| All | +152.6% | +421.6% | -269.0% | +3.9% |
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