+324.2%
SMH vs WDC
+931.6%
-607.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | -0.4% |
| 7D | +1.4% | +4.4% | -3.0% | -0.7% |
| 30D | -2.2% | +5.3% | -7.5% | -5.2% |
| 3M | -1.9% | -5.9% | +4.1% | -3.5% |
| 6M | +41.0% | +73.2% | -32.2% | +2.2% |
| YTD | +55.6% | +167.8% | -112.3% | -12.7% |
| 1Y | +86.8% | +386.0% | -299.2% | -26.7% |
| 3Y | +277.7% | +1,309.7% | -1,032.1% | -22.2% |
| 5Y | +324.2% | +957.1% | -632.9% | -2.7% |
| All | +324.2% | +931.6% | -607.5% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling