+41.6%
SMH vs WAT
+20.2%
+21.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +4.9% | +0.6% | +4.3% | +4.7% |
| 30D | -13.8% | +5.4% | -19.2% | -14.6% |
| 3M | -17.4% | +11.3% | -28.7% | -19.2% |
| 6M | -15.0% | +37.4% | -52.4% | -20.5% |
| YTD | +35.2% | +21.2% | +14.0% | +25.8% |
| 1Y | +41.6% | +21.3% | +20.3% | +31.7% |
| All | +41.6% | +20.2% | +21.4% | +31.7% |
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