+43.4%
SMH vs WFC
+2.7%
+40.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -5.0% | -3.1% |
| 7D | -11.2% | +4.5% | -15.7% | -11.7% |
| 30D | -20.4% | +7.4% | -27.8% | -21.3% |
| 3M | -12.4% | -0.5% | -11.9% | -12.1% |
| 6M | -0.5% | +11.7% | -12.2% | -3.3% |
| YTD | +40.0% | -4.6% | +44.7% | +43.6% |
| 1Y | +43.4% | +2.5% | +40.9% | +37.1% |
| All | +43.4% | +2.7% | +40.7% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 1y: compounded portfolio wealth divided by compounded WFC 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…
1y analysis · Full analysis span regression · 6 months rolling