+1,487.3%
SMH vs WM
+329.9%
+1,157.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -6.7% | +1.2% | -7.9% | -7.2% |
| 30D | -19.8% | +13.7% | -33.5% | -23.8% |
| 3M | -15.1% | +5.2% | -20.3% | -17.1% |
| 6M | -14.6% | +11.2% | -25.8% | -19.6% |
| YTD | +34.3% | +9.4% | +24.9% | +26.2% |
| 1Y | +35.2% | +20.4% | +14.8% | +21.1% |
| 3Y | +211.7% | +44.7% | +167.0% | +144.6% |
| 5Y | +240.5% | +58.5% | +182.0% | +149.1% |
| 10Y | +1,487.3% | +326.4% | +1,161.0% | +507.5% |
| All | +1,487.3% | +329.9% | +1,157.5% | +507.5% |
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