+1,789.8%
SMH vs WAT
+166.5%
+1,623.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.1% |
| 7D | +1.4% | -2.9% | +4.3% | +2.7% |
| 30D | -2.2% | -3.2% | +1.0% | -0.8% |
| 3M | -1.9% | +10.6% | -12.5% | -6.5% |
| 6M | +41.0% | +34.0% | +7.0% | +21.5% |
| YTD | +55.6% | +5.7% | +49.8% | +48.4% |
| 1Y | +86.8% | +37.1% | +49.8% | +55.9% |
| 3Y | +277.7% | +52.4% | +225.3% | +180.0% |
| 5Y | +324.2% | -4.4% | +328.6% | +297.6% |
| All | +1,789.8% | +166.5% | +1,623.3% | +946.1% |
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 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