+250.6%
SMH vs W
-52.8%
+303.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.5% |
| 7D | +0.5% | -7.4% | +7.9% | +2.4% |
| 30D | -14.2% | +7.8% | -22.0% | -15.7% |
| 3M | -11.5% | +10.9% | -22.4% | -13.9% |
| 6M | -12.0% | +86.4% | -98.5% | -24.9% |
| YTD | +40.8% | +14.0% | +26.8% | +32.1% |
| 1Y | +44.9% | +3.5% | +41.3% | +38.2% |
| 3Y | +226.7% | +164.8% | +62.0% | +131.3% |
| 5Y | +250.6% | -53.1% | +303.7% | +214.1% |
| All | +250.6% | -52.8% | +303.4% | +214.1% |
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