+1,789.8%
SMH vs W
+155.6%
+1,634.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.2% | -1.9% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | -2.2% | -5.6% | +3.4% | -1.2% |
| 3M | -1.9% | +41.9% | -43.8% | -10.1% |
| 6M | +41.0% | +30.2% | +10.8% | +30.6% |
| YTD | +55.6% | -2.9% | +58.5% | +52.0% |
| 1Y | +86.8% | +11.6% | +75.2% | +75.1% |
| 3Y | +277.7% | +37.0% | +240.7% | +212.5% |
| 5Y | +324.2% | -62.8% | +387.0% | +292.1% |
| All | +1,789.8% | +155.6% | +1,634.1% | +990.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling