+2,550.6%
SOXX vs WAT
+1,623.0%
+927.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.1% |
| 7D | +1.4% | -0.3% | +1.6% | +1.5% |
| 30D | -3.6% | -1.9% | -1.7% | -2.8% |
| 3M | -10.2% | +13.5% | -23.7% | -15.5% |
| 6M | +54.2% | +37.2% | +17.0% | +31.4% |
| YTD | +75.2% | +7.5% | +67.7% | +65.8% |
| 1Y | +107.5% | +35.0% | +72.5% | +75.2% |
| 3Y | +226.8% | +55.1% | +171.7% | +147.1% |
| 5Y | +251.2% | -2.8% | +254.0% | +227.5% |
| 10Y | +1,567.6% | +170.2% | +1,397.5% | +833.9% |
| All | +2,550.6% | +1,623.0% | +927.6% | +463.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling