+327.2%
SMH vs WFC
+128.9%
+198.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.1% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | -2.8% | +1.5% | -4.3% | -3.6% |
| 3M | -6.7% | +10.2% | -16.9% | -11.2% |
| 6M | +41.8% | +18.8% | +23.0% | +29.6% |
| YTD | +57.9% | -1.5% | +59.4% | +57.3% |
| 1Y | +87.6% | +13.5% | +74.1% | +73.8% |
| 3Y | +282.9% | +135.0% | +148.0% | +138.5% |
| All | +327.2% | +128.9% | +198.3% | +178.1% |
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 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