+1,253.2%
SMH vs WDC
+16,862.1%
-15,608.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.3% | +0.5% |
| 7D | +2.5% | +1.7% | +0.8% | +1.8% |
| 30D | -0.5% | -10.0% | +9.5% | +2.3% |
| 3M | -9.6% | -18.8% | +9.1% | -5.3% |
| 6M | +42.1% | +79.0% | -37.0% | +11.7% |
| YTD | +57.4% | +171.6% | -114.1% | +4.6% |
| 1Y | +96.2% | +417.4% | -321.2% | +1.9% |
| 3Y | +267.9% | +1,251.8% | -983.9% | +34.4% |
| 5Y | +327.7% | +911.7% | -584.0% | +69.4% |
| 10Y | +1,764.6% | +1,399.6% | +365.0% | +493.2% |
| All | +1,253.2% | +16,862.1% | -15,608.9% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling