+1,817.1%
SMH vs WING
+637.4%
+1,179.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -2.9% | -3.0% |
| 7D | +4.9% | -2.5% | +7.4% | +5.5% |
| 30D | -13.8% | +29.5% | -43.3% | -19.5% |
| 3M | -17.4% | +40.2% | -57.5% | -25.0% |
| 6M | -15.0% | +32.7% | -47.7% | -22.9% |
| YTD | +35.2% | -32.8% | +68.0% | +42.1% |
| 1Y | +41.6% | -31.7% | +73.3% | +47.6% |
| 3Y | +215.6% | -24.7% | +240.3% | +202.4% |
| 5Y | +233.2% | -0.5% | +233.7% | +179.6% |
| 10Y | +1,458.7% | +647.5% | +811.2% | +760.9% |
| All | +1,817.1% | +637.4% | +1,179.7% | +933.6% |
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