+1,817.6%
SMH vs WCN
+235.9%
+1,581.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.3% | -3.1% | +3.4% | +1.8% |
| 30D | -2.8% | -3.4% | +0.6% | -1.3% |
| 3M | -6.7% | +3.0% | -9.7% | -9.4% |
| 6M | +41.8% | -3.8% | +45.5% | +41.4% |
| YTD | +57.9% | -8.3% | +66.2% | +61.1% |
| 1Y | +87.6% | -9.7% | +97.4% | +92.1% |
| 3Y | +282.9% | +17.2% | +265.8% | +223.1% |
| 5Y | +330.4% | +25.3% | +305.1% | +241.6% |
| All | +1,817.6% | +235.9% | +1,581.7% | +820.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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