+52.5%
SOXX vs WAT
+32.9%
+19.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.6% |
| 7D | -13.7% | -1.9% | -11.8% | -13.1% |
| 30D | -23.6% | +6.2% | -29.8% | -24.7% |
| 3M | -16.9% | +18.1% | -34.9% | -20.6% |
| 6M | -2.4% | +54.9% | -57.3% | -13.3% |
| YTD | +49.8% | +23.1% | +26.7% | +36.6% |
| 1Y | +52.5% | +27.3% | +25.2% | +38.4% |
| All | +52.5% | +32.9% | +19.6% | +38.4% |
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