+51.5%
WAT vs AME
+54.4%
-2.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.8% |
| 7D | -1.3% | +0.6% | -1.9% | -1.6% |
| 30D | +2.3% | -6.7% | +9.0% | +5.9% |
| 3M | +8.7% | +4.1% | +4.7% | +6.3% |
| 6M | +28.3% | +1.6% | +26.7% | +26.7% |
| YTD | +7.8% | +16.1% | -8.4% | -0.9% |
| 1Y | +36.6% | +27.3% | +9.3% | +19.7% |
| All | +51.5% | +54.4% | -2.9% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling