+48.1%
WAT vs IBB
+64.8%
-16.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.2% |
| 7D | -1.3% | +1.4% | -2.7% | -2.5% |
| 30D | +2.3% | +10.5% | -8.1% | -6.8% |
| 3M | +8.7% | +23.6% | -14.9% | -11.0% |
| 6M | +28.3% | +22.6% | +5.7% | +5.8% |
| YTD | +7.8% | +25.7% | -17.9% | -13.5% |
| 1Y | +36.6% | +51.4% | -14.8% | -9.1% |
| All | +48.1% | +64.8% | -16.7% | -8.6% |
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