+1,253.2%
SMH vs WCN
+5,294.5%
-4,041.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.0% |
| 7D | +2.5% | -0.6% | +3.2% | +2.7% |
| 30D | -0.5% | +0.4% | -0.9% | -0.7% |
| 3M | -9.6% | +7.3% | -17.0% | -13.0% |
| 6M | +42.1% | -2.5% | +44.6% | +41.2% |
| YTD | +57.4% | -5.4% | +62.8% | +57.8% |
| 1Y | +96.2% | -8.5% | +104.7% | +98.4% |
| 3Y | +267.9% | +20.8% | +247.1% | +230.0% |
| 5Y | +327.7% | +30.0% | +297.6% | +271.8% |
| 10Y | +1,764.6% | +238.4% | +1,526.2% | +1,046.6% |
| All | +1,253.2% | +5,294.5% | -4,041.3% | +332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling