+1,385.0%
SMH vs WM
+339.4%
+1,045.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +4.3% |
| 7D | -11.2% | +1.2% | -12.4% | -11.7% |
| 30D | -25.8% | +13.1% | -38.8% | -29.3% |
| 3M | -18.8% | +3.6% | -22.4% | -20.3% |
| 6M | -15.6% | +8.1% | -23.7% | -19.6% |
| YTD | +28.8% | +8.9% | +19.9% | +21.3% |
| 1Y | +32.6% | +20.3% | +12.2% | +18.6% |
| 3Y | +213.6% | +46.2% | +167.5% | +144.6% |
| 5Y | +222.4% | +59.9% | +162.5% | +134.4% |
| All | +1,385.0% | +339.4% | +1,045.6% | +481.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling