+43.4%
SMH vs WAB
+46.5%
-3.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.5% |
| 7D | -11.2% | +4.5% | -15.7% | -13.9% |
| 30D | -20.4% | +1.1% | -21.5% | -21.0% |
| 3M | -12.4% | -1.3% | -11.1% | -11.8% |
| 6M | -0.5% | +12.7% | -13.2% | -8.7% |
| YTD | +40.0% | +38.7% | +1.4% | +8.8% |
| 1Y | +43.4% | +44.9% | -1.5% | +7.3% |
| All | +43.4% | +46.5% | -3.1% | +7.3% |
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