+1,061.7%
SMH vs WAB
+5,652.5%
-4,590.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.1% | -2.6% |
| 7D | +4.9% | +5.1% | -0.2% | +2.6% |
| 30D | -13.8% | +4.0% | -17.8% | -15.1% |
| 3M | -17.4% | +0.1% | -17.5% | -17.2% |
| 6M | -15.0% | +12.8% | -27.8% | -19.3% |
| YTD | +35.2% | +40.1% | -4.9% | +16.5% |
| 1Y | +41.6% | +46.4% | -4.8% | +19.7% |
| 3Y | +215.6% | +167.4% | +48.3% | +106.8% |
| 5Y | +233.2% | +215.0% | +18.2% | +104.3% |
| 10Y | +1,458.7% | +269.2% | +1,189.5% | +717.9% |
| All | +1,061.7% | +5,652.5% | -4,590.8% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling