+1,475.7%
SMH vs WAT
+222.4%
+1,253.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | +4.9% | +0.6% | +4.3% | +4.6% |
| 30D | -13.8% | +5.4% | -19.2% | -15.7% |
| 3M | -17.4% | +11.3% | -28.7% | -21.4% |
| 6M | -15.0% | +37.4% | -52.4% | -26.9% |
| YTD | +35.2% | +21.2% | +14.0% | +21.0% |
| 1Y | +41.6% | +21.3% | +20.3% | +26.6% |
| 3Y | +215.6% | +83.4% | +132.2% | +113.5% |
| 5Y | +233.2% | +29.0% | +204.2% | +168.6% |
| All | +1,475.7% | +222.4% | +1,253.2% | +694.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling