+338.0%
SMH vs WAT
-4.9%
+342.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +4.3% | -1.8% | +6.1% | +5.0% |
| 30D | +0.9% | -1.7% | +2.5% | +1.5% |
| 3M | -2.8% | +9.1% | -11.9% | -6.3% |
| 6M | +45.6% | +32.4% | +13.2% | +28.7% |
| YTD | +59.5% | +6.6% | +52.9% | +52.8% |
| 1Y | +93.4% | +34.7% | +58.7% | +66.2% |
| 3Y | +287.1% | +53.6% | +233.5% | +193.0% |
| 5Y | +338.0% | -4.1% | +342.1% | +303.1% |
| All | +338.0% | -4.9% | +342.9% | +303.1% |
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