+84.2%
WAT vs IBB
+86.9%
-2.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | +0.1% |
| 7D | +2.0% | +1.6% | +0.4% | +0.6% |
| 30D | +7.7% | +6.7% | +1.0% | +1.6% |
| 3M | +11.1% | +6.3% | +4.7% | +4.6% |
| 6M | +31.2% | +23.9% | +7.3% | +7.0% |
| YTD | +21.7% | +26.6% | -4.9% | -3.1% |
| 1Y | +19.3% | +29.6% | -10.3% | -7.4% |
| All | +84.2% | +86.9% | -2.8% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 3y: compounded portfolio wealth divided by compounded IBB 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…
3y analysis · Full analysis span regression · 6 months rolling