+473.0%
WAT vs IBB
+560.8%
-87.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | -1.3% | +1.4% | -2.7% | -2.2% |
| 30D | +2.3% | +10.5% | -8.1% | -4.1% |
| 3M | +8.7% | +23.6% | -14.9% | -5.3% |
| 6M | +28.3% | +22.6% | +5.7% | +12.3% |
| YTD | +7.8% | +25.7% | -17.9% | -7.3% |
| 1Y | +36.6% | +51.4% | -14.8% | +4.4% |
| 3Y | +45.7% | +64.4% | -18.7% | +6.5% |
| 5Y | -3.3% | +22.1% | -25.5% | -15.7% |
| 10Y | +162.1% | +132.5% | +29.6% | +46.2% |
| All | +473.0% | +560.8% | -87.9% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling