+881.7%
SMCI vs W
+210.9%
+670.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -6.6% | +0.2% | -6.7% | -6.5% |
| 30D | -24.9% | +6.8% | -31.7% | -26.2% |
| 3M | -31.4% | +10.7% | -42.1% | -33.3% |
| 6M | -16.0% | +86.3% | -102.4% | -28.0% |
| YTD | -8.2% | +11.5% | -19.7% | -12.8% |
| 1Y | -23.4% | +5.1% | -28.5% | -26.7% |
| 3Y | +5.0% | +171.0% | -165.9% | -20.2% |
| 5Y | +515.0% | -56.6% | +571.6% | +451.2% |
| 10Y | +953.7% | +213.4% | +740.3% | +535.3% |
| All | +881.7% | +210.9% | +670.8% | +510.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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