+1,475.7%
SMH vs W
+212.4%
+1,263.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | +4.9% | +0.2% | +4.8% | +4.9% |
| 30D | -13.8% | +6.8% | -20.6% | -15.1% |
| 3M | -17.4% | +10.7% | -28.0% | -19.4% |
| 6M | -15.0% | +86.3% | -101.3% | -26.7% |
| YTD | +35.2% | +11.5% | +23.7% | +27.9% |
| 1Y | +41.6% | +5.1% | +36.5% | +35.0% |
| 3Y | +215.6% | +171.0% | +44.6% | +128.7% |
| 5Y | +233.2% | -56.6% | +289.8% | +198.3% |
| All | +1,475.7% | +212.4% | +1,263.3% | +771.4% |
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 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