+2,189.3%
SMH vs W
+209.7%
+1,979.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.5% | -0.5% |
| 7D | +12.1% | -1.7% | +13.7% | +12.4% |
| 30D | -14.7% | +3.2% | -17.9% | -15.3% |
| 3M | -14.2% | +8.3% | -22.5% | -15.8% |
| 6M | -10.6% | +84.3% | -94.9% | -21.8% |
| YTD | +39.3% | +11.0% | +28.3% | +32.6% |
| 1Y | +41.6% | -0.2% | +41.8% | +37.0% |
| 3Y | +223.4% | +157.9% | +65.4% | +144.1% |
| 5Y | +243.5% | -56.8% | +300.3% | +208.4% |
| 10Y | +1,506.6% | +212.2% | +1,294.5% | +871.5% |
| All | +2,189.3% | +209.7% | +1,979.6% | +1,276.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling