+338.0%
SMH vs WING
-33.6%
+371.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | +4.3% | -2.3% | +6.6% | +4.9% |
| 30D | +0.9% | -5.6% | +6.5% | +1.6% |
| 3M | -2.8% | -22.9% | +20.1% | +1.9% |
| 6M | +45.6% | -50.4% | +96.0% | +69.0% |
| YTD | +59.5% | -53.3% | +112.8% | +84.8% |
| 1Y | +93.4% | -61.2% | +154.7% | +134.0% |
| 3Y | +287.1% | -30.1% | +317.2% | +260.6% |
| 5Y | +338.0% | -35.0% | +373.1% | +289.3% |
| All | +338.0% | -33.6% | +371.7% | +289.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling