+286.8%
SMH vs WFC
+133.1%
+153.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.6% |
| 7D | +4.3% | +0.4% | +3.9% | +4.1% |
| 30D | +0.9% | +2.5% | -1.6% | -0.1% |
| 3M | -2.8% | +10.0% | -12.8% | -6.5% |
| 6M | +45.6% | +15.1% | +30.6% | +37.0% |
| YTD | +59.5% | -2.2% | +61.7% | +59.8% |
| 1Y | +93.4% | +13.5% | +80.0% | +81.8% |
| All | +286.8% | +133.1% | +153.8% | +185.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling