+233.7%
SMH vs WM
+61.9%
+171.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +4.9% | +3.2% | +1.7% | +5.0% |
| 30D | -13.8% | +13.0% | -26.8% | -14.0% |
| 3M | -17.4% | +9.2% | -26.6% | -17.4% |
| 6M | -15.0% | +13.6% | -28.6% | -15.9% |
| YTD | +35.2% | +12.4% | +22.8% | +33.1% |
| 1Y | +41.6% | +21.2% | +20.4% | +36.5% |
| 3Y | +215.6% | +48.7% | +166.9% | +175.3% |
| All | +233.7% | +61.9% | +171.8% | +171.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling