+215.6%
SMH vs WFC
+126.5%
+89.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | +4.9% | +2.5% | +2.4% | +4.0% |
| 30D | -13.8% | +7.0% | -20.8% | -15.8% |
| 3M | -17.4% | -1.8% | -15.6% | -17.0% |
| 6M | -15.0% | +18.4% | -33.4% | -20.8% |
| YTD | +35.2% | -5.6% | +40.8% | +37.1% |
| 1Y | +41.6% | +3.9% | +37.7% | +37.9% |
| 3Y | +215.6% | +126.3% | +89.3% | +129.7% |
| All | +215.6% | +126.5% | +89.1% | +129.7% |
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