+215.6%
SMH vs WING
-23.4%
+239.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -2.9% | -3.0% |
| 7D | +4.9% | -2.5% | +7.4% | +5.3% |
| 30D | -13.8% | +29.5% | -43.3% | -17.4% |
| 3M | -17.4% | +40.2% | -57.5% | -22.3% |
| 6M | -15.0% | +32.7% | -47.7% | -20.2% |
| YTD | +35.2% | -32.8% | +68.0% | +42.1% |
| 1Y | +41.6% | -31.7% | +73.3% | +47.7% |
| 3Y | +215.6% | -24.7% | +240.3% | +197.7% |
| All | +215.6% | -23.4% | +239.0% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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