+1,817.6%
SMH vs WDC
+1,221.6%
+596.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.8% |
| 7D | +0.3% | -4.3% | +4.6% | +2.2% |
| 30D | -2.8% | -1.5% | -1.3% | -2.8% |
| 3M | -6.7% | -15.5% | +8.8% | -3.6% |
| 6M | +41.8% | +66.5% | -24.7% | +6.9% |
| YTD | +57.9% | +159.9% | -102.0% | -5.9% |
| 1Y | +87.6% | +366.0% | -278.3% | -17.3% |
| 3Y | +282.9% | +1,285.8% | -1,002.9% | -2.0% |
| 5Y | +330.4% | +925.6% | -595.2% | +21.9% |
| All | +1,817.6% | +1,221.6% | +596.0% | +351.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 WDC 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