+10,726.6%
WAT vs AME
+11,400.5%
-673.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.7% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +2.3% | -6.7% | +9.0% | +5.4% |
| 3M | +8.7% | +4.1% | +4.7% | +6.7% |
| 6M | +28.3% | +1.6% | +26.7% | +27.1% |
| YTD | +7.8% | +16.1% | -8.4% | +0.7% |
| 1Y | +36.6% | +27.3% | +9.3% | +22.5% |
| 3Y | +45.7% | +50.9% | -5.2% | +20.6% |
| 5Y | -3.3% | +81.4% | -84.7% | -26.0% |
| 10Y | +162.1% | +417.0% | -254.9% | +29.1% |
| All | +10,726.6% | +11,400.5% | -673.9% | +2,008.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling