+2,133.3%
SMH vs WING
+405.9%
+1,727.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | +2.5% | -3.9% | +6.4% | +3.4% |
| 30D | -0.5% | -11.6% | +11.1% | +1.8% |
| 3M | -9.6% | -24.2% | +14.6% | -4.7% |
| 6M | +42.1% | -54.1% | +96.1% | +68.0% |
| YTD | +57.4% | -53.9% | +111.3% | +83.1% |
| 1Y | +96.2% | -64.4% | +160.6% | +141.9% |
| 3Y | +267.9% | -30.2% | +298.1% | +256.9% |
| 5Y | +327.7% | -34.1% | +361.8% | +298.7% |
| 10Y | +1,764.6% | +342.1% | +1,422.5% | +1,062.6% |
| All | +2,133.3% | +405.9% | +1,727.4% | +1,231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling