+1,253.2%
SMH vs WMB
+515.4%
+737.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | -0.5% | +3.3% | -3.7% | -1.2% |
| 3M | -9.6% | +3.1% | -12.8% | -10.3% |
| 6M | +42.1% | -0.7% | +42.8% | +41.8% |
| YTD | +57.4% | +25.2% | +32.3% | +50.2% |
| 1Y | +96.2% | +32.9% | +63.4% | +84.7% |
| 3Y | +267.9% | +140.6% | +127.4% | +209.1% |
| 5Y | +327.7% | +273.5% | +54.2% | +230.0% |
| 10Y | +1,764.6% | +334.2% | +1,430.4% | +1,257.3% |
| All | +1,253.2% | +515.4% | +737.8% | +667.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling