+1,817.6%
SMH vs WAB
+296.8%
+1,520.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | -2.8% | -4.1% | +1.3% | -0.7% |
| 3M | -6.7% | +8.2% | -14.9% | -10.7% |
| 6M | +41.8% | +15.4% | +26.4% | +31.5% |
| YTD | +57.9% | +33.1% | +24.7% | +36.2% |
| 1Y | +87.6% | +48.1% | +39.6% | +53.5% |
| 3Y | +282.9% | +167.7% | +115.2% | +138.5% |
| 5Y | +330.4% | +225.7% | +104.7% | +147.0% |
| All | +1,817.6% | +296.8% | +1,520.8% | +815.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling