+1,817.6%
SMH vs WMB
+307.8%
+1,509.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +0.3% | -1.0% | +1.3% | +0.7% |
| 30D | -2.8% | -0.4% | -2.4% | -2.8% |
| 3M | -6.7% | +3.2% | -9.9% | -8.1% |
| 6M | +41.8% | +0.1% | +41.7% | +40.7% |
| YTD | +57.9% | +23.9% | +34.0% | +44.2% |
| 1Y | +87.6% | +27.6% | +60.0% | +68.8% |
| 3Y | +282.9% | +141.9% | +141.0% | +170.6% |
| 5Y | +330.4% | +273.8% | +56.6% | +157.6% |
| All | +1,817.6% | +307.8% | +1,509.8% | +958.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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