+1,063.2%
SMH vs WM
+2,111.9%
-1,048.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +4.9% | +5.0% |
| 7D | -4.1% | -0.5% | -3.6% | -4.1% |
| 30D | -19.2% | +13.3% | -32.5% | -24.3% |
| 3M | -16.4% | +4.4% | -20.7% | -18.9% |
| 6M | -14.0% | +10.8% | -24.8% | -20.1% |
| YTD | +35.3% | +9.1% | +26.3% | +25.6% |
| 1Y | +40.4% | +19.1% | +21.3% | +24.4% |
| 3Y | +226.8% | +45.7% | +181.2% | +154.7% |
| 5Y | +232.3% | +60.4% | +171.9% | +142.7% |
| 10Y | +1,469.9% | +328.7% | +1,141.2% | +578.6% |
| All | +1,063.2% | +2,111.9% | -1,048.6% | +147.1% |
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