+327.2%
SMH vs WMT
+133.5%
+193.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +1.2% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -2.8% | -7.4% | +4.6% | -1.5% |
| 3M | -6.7% | -10.9% | +4.2% | -4.8% |
| 6M | +41.8% | -12.7% | +54.4% | +44.7% |
| YTD | +57.9% | -3.2% | +61.1% | +56.2% |
| 1Y | +87.6% | +5.3% | +82.4% | +80.3% |
| 3Y | +282.9% | +101.9% | +181.1% | +195.4% |
| All | +327.2% | +133.5% | +193.7% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 WMT 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