+149.3%
SMH vs WETO
-99.4%
+248.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +6.9% | +1.5% |
| 7D | +0.3% | -4.3% | +4.6% | +0.3% |
| 30D | -2.8% | -39.9% | +37.1% | -3.9% |
| 3M | -6.7% | -97.9% | +91.2% | -3.8% |
| 6M | +41.8% | -95.0% | +136.8% | +42.7% |
| YTD | +57.9% | -97.2% | +155.0% | +60.0% |
| 1Y | +87.6% | -98.9% | +186.6% | +91.9% |
| All | +149.3% | -99.4% | +248.7% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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