+96.2%
SMH vs WBD
+135.8%
-39.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +2.5% | -1.8% | +4.3% | +2.7% |
| 30D | -0.5% | +8.8% | -9.3% | -1.4% |
| 3M | -9.6% | +4.6% | -14.3% | -10.1% |
| 6M | +42.1% | +1.1% | +41.0% | +41.8% |
| YTD | +57.4% | -2.0% | +59.4% | +57.3% |
| 1Y | +96.2% | +140.0% | -43.8% | +90.3% |
| All | +96.2% | +135.8% | -39.6% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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