+228.7%
SMH vs W
+167.8%
+60.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.4% |
| 7D | +0.5% | -7.4% | +7.9% | +2.5% |
| 30D | -14.2% | +7.8% | -22.0% | -15.8% |
| 3M | -11.5% | +10.9% | -22.4% | -14.0% |
| 6M | -12.0% | +86.4% | -98.5% | -25.7% |
| YTD | +40.8% | +14.0% | +26.8% | +31.5% |
| 1Y | +44.9% | +3.5% | +41.3% | +37.8% |
| All | +228.7% | +167.8% | +60.9% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling