+1,269.2%
SMH vs GWW
+4,669.7%
-3,400.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +2.6% |
| 7D | +5.2% | -1.5% | +6.8% | +6.0% |
| 30D | -1.5% | +1.1% | -2.6% | -2.3% |
| 3M | -4.1% | -1.0% | -3.1% | -4.1% |
| 6M | +50.8% | +16.3% | +34.4% | +37.9% |
| YTD | +59.3% | +28.5% | +30.8% | +37.3% |
| 1Y | +94.1% | +30.3% | +63.8% | +65.6% |
| 3Y | +286.7% | +91.6% | +195.1% | +163.9% |
| 5Y | +339.4% | +224.0% | +115.5% | +120.6% |
| 10Y | +1,803.3% | +551.3% | +1,252.0% | +488.6% |
| All | +1,269.2% | +4,669.7% | -3,400.4% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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