+41.6%
SMH vs WM
+21.7%
+19.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | +0.4% |
| 7D | +12.1% | +1.2% | +10.9% | +13.3% |
| 30D | -14.7% | +15.2% | -29.9% | -2.1% |
| 3M | -14.2% | +8.3% | -22.5% | -6.5% |
| 6M | -10.6% | +13.1% | -23.7% | +1.8% |
| YTD | +39.3% | +12.5% | +26.8% | +59.0% |
| 1Y | +41.6% | +21.8% | +19.8% | +68.6% |
| All | +41.6% | +21.7% | +19.9% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling