+324.2%
SMH vs WAB
+220.1%
+104.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -2.2% | -5.9% | +3.7% | +2.3% |
| 3M | -1.9% | +9.4% | -11.2% | -9.0% |
| 6M | +41.0% | +13.8% | +27.2% | +26.4% |
| YTD | +55.6% | +31.8% | +23.8% | +24.2% |
| 1Y | +86.8% | +48.5% | +38.3% | +35.5% |
| 3Y | +277.7% | +167.0% | +110.7% | +72.2% |
| 5Y | +324.2% | +222.3% | +101.8% | +65.8% |
| All | +324.2% | +220.1% | +104.0% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling