+96.2%
SMH vs WAB
+48.2%
+48.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.1% |
| 7D | +2.5% | -3.2% | +5.7% | +4.7% |
| 30D | -0.5% | -4.4% | +4.0% | +2.5% |
| 3M | -9.6% | +7.9% | -17.5% | -14.5% |
| 6M | +42.1% | +8.7% | +33.4% | +32.2% |
| YTD | +57.4% | +33.0% | +24.5% | +27.9% |
| 1Y | +96.2% | +46.7% | +49.6% | +50.6% |
| All | +96.2% | +48.2% | +48.1% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling