+113.9%
SOXX vs WAT
+41.4%
+72.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | +2.2% | -1.3% | +3.5% | +2.5% |
| 30D | -2.0% | +2.3% | -4.4% | -2.6% |
| 3M | -13.7% | +8.7% | -22.4% | -15.5% |
| 6M | +52.4% | +28.3% | +24.1% | +42.4% |
| YTD | +72.8% | +7.8% | +65.0% | +64.9% |
| 1Y | +113.9% | +36.6% | +77.3% | +95.3% |
| All | +113.9% | +41.4% | +72.5% | +95.3% |
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