+338.0%
SMH vs W
-62.3%
+400.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +4.3% | +5.9% | -1.6% | +3.0% |
| 30D | +0.9% | -3.0% | +3.9% | +1.4% |
| 3M | -2.8% | +40.3% | -43.2% | -11.3% |
| 6M | +45.6% | +32.2% | +13.4% | +33.7% |
| YTD | +59.5% | -0.3% | +59.8% | +54.5% |
| 1Y | +93.4% | +16.2% | +77.3% | +78.8% |
| 3Y | +287.1% | +40.7% | +246.4% | +211.7% |
| 5Y | +338.0% | -62.3% | +400.4% | +304.2% |
| All | +338.0% | -62.3% | +400.3% | +304.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling