+1,007.3%
SMH vs WM
+2,108.6%
-1,101.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +4.6% |
| 7D | -11.2% | +1.2% | -12.4% | -11.9% |
| 30D | -25.8% | +13.1% | -38.8% | -30.4% |
| 3M | -18.8% | +3.6% | -22.4% | -21.0% |
| 6M | -15.6% | +8.1% | -23.7% | -20.7% |
| YTD | +28.8% | +8.9% | +19.9% | +19.7% |
| 1Y | +32.6% | +20.3% | +12.2% | +16.8% |
| 3Y | +213.6% | +46.2% | +167.5% | +144.0% |
| 5Y | +222.4% | +59.9% | +162.5% | +135.9% |
| 10Y | +1,429.6% | +345.6% | +1,084.1% | +548.3% |
| All | +1,007.3% | +2,108.6% | -1,101.3% | +135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling