+980.0%
SMCI vs WAB
+221.8%
+758.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +6.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +6.6% | -4.1% | +10.7% | +10.6% |
| 3M | +25.4% | +8.2% | +17.3% | +18.0% |
| 6M | +26.1% | +15.4% | +10.7% | +14.2% |
| YTD | +37.0% | +33.1% | +3.9% | +11.2% |
| 1Y | -8.8% | +48.1% | -56.8% | -32.0% |
| 3Y | +44.6% | +167.7% | -123.1% | -31.0% |
| All | +980.0% | +221.8% | +758.2% | +352.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 5y: compounded portfolio wealth divided by compounded WAB 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…
5y analysis · Full analysis span regression · 6 months rolling