+87.6%
SMH vs WBD
+122.7%
-35.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.6% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | -2.8% | +1.4% | -4.2% | -3.0% |
| 3M | -6.7% | +4.4% | -11.1% | -7.4% |
| 6M | +41.8% | +0.8% | +40.9% | +41.3% |
| YTD | +57.9% | -2.7% | +60.6% | +57.8% |
| 1Y | +87.6% | +73.4% | +14.2% | +80.0% |
| All | +87.6% | +122.7% | -35.1% | +80.0% |
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