+1,253.2%
SMH vs WFC
+686.8%
+566.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | +2.5% | +3.8% | -1.3% | +1.2% |
| 30D | -0.5% | +1.5% | -1.9% | -1.1% |
| 3M | -9.6% | +10.9% | -20.5% | -13.2% |
| 6M | +42.1% | +8.4% | +33.6% | +37.1% |
| YTD | +57.4% | -1.9% | +59.3% | +57.0% |
| 1Y | +96.2% | +12.3% | +83.9% | +86.0% |
| 3Y | +267.9% | +132.3% | +135.6% | +165.9% |
| 5Y | +327.7% | +130.1% | +197.6% | +207.6% |
| 10Y | +1,764.6% | +134.4% | +1,630.2% | +1,154.6% |
| All | +1,253.2% | +686.8% | +566.4% | +336.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling