+43.4%
SMH vs WAT
+32.9%
+10.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.2% |
| 7D | -11.2% | -1.9% | -9.2% | -10.7% |
| 30D | -20.4% | +6.2% | -26.7% | -21.5% |
| 3M | -12.4% | +18.1% | -30.5% | -15.7% |
| 6M | -0.5% | +54.9% | -55.4% | -9.9% |
| YTD | +40.0% | +23.1% | +16.9% | +29.6% |
| 1Y | +43.4% | +27.3% | +16.1% | +32.5% |
| All | +43.4% | +32.9% | +10.4% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling