+233.7%
SMH vs WFC
+90.3%
+143.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | +4.9% | +2.5% | +2.4% | +3.8% |
| 30D | -13.8% | +7.0% | -20.8% | -16.4% |
| 3M | -17.4% | -1.8% | -15.6% | -17.0% |
| 6M | -15.0% | +18.4% | -33.4% | -22.1% |
| YTD | +35.2% | -5.6% | +40.8% | +37.0% |
| 1Y | +41.6% | +3.9% | +37.7% | +36.8% |
| 3Y | +215.6% | +126.3% | +89.3% | +97.1% |
| All | +233.7% | +90.3% | +143.4% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling