-5.1%
WAT vs AME
+85.0%
-90.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.8% |
| 3M | +10.9% | +5.4% | +5.5% | +7.1% |
| 6M | +33.2% | +7.4% | +25.7% | +26.9% |
| YTD | +6.1% | +16.2% | -10.1% | -4.0% |
| 1Y | +30.2% | +26.8% | +3.4% | +11.4% |
| 3Y | +52.9% | +57.5% | -4.6% | +10.5% |
| 5Y | -5.1% | +84.8% | -90.0% | -39.5% |
| All | -5.1% | +85.0% | -90.2% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling