+87.6%
SMH vs WFC
+15.0%
+72.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.3% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -2.8% | +1.5% | -4.3% | -3.0% |
| 3M | -6.7% | +10.2% | -16.9% | -8.6% |
| 6M | +41.8% | +18.8% | +23.0% | +35.1% |
| YTD | +57.9% | -1.5% | +59.4% | +59.0% |
| 1Y | +87.6% | +13.5% | +74.1% | +82.6% |
| All | +87.6% | +15.0% | +72.6% | +82.6% |
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