+921.6%
SMCI vs WAT
-5.3%
+926.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -1.3% | -2.9% | +1.6% | -0.3% |
| 30D | +18.3% | -3.2% | +21.5% | +19.7% |
| 3M | +27.7% | +10.6% | +17.1% | +23.4% |
| 6M | +17.6% | +34.0% | -16.5% | +7.5% |
| YTD | +27.7% | +5.7% | +22.0% | +24.8% |
| 1Y | -14.9% | +37.1% | -51.9% | -23.3% |
| 3Y | +33.2% | +52.4% | -19.2% | +8.4% |
| 5Y | +921.6% | -4.4% | +926.0% | +783.1% |
| All | +921.6% | -5.3% | +926.9% | +783.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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