+1,817.6%
SMH vs WPM
+558.4%
+1,259.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.1% |
| 7D | +0.3% | -0.6% | +0.8% | +0.4% |
| 30D | -2.8% | +14.4% | -17.2% | -5.6% |
| 3M | -6.7% | +37.0% | -43.7% | -12.8% |
| 6M | +41.8% | +4.1% | +37.6% | +39.3% |
| YTD | +57.9% | +31.7% | +26.1% | +48.2% |
| 1Y | +87.6% | +44.2% | +43.5% | +72.7% |
| 3Y | +282.9% | +265.5% | +17.4% | +195.9% |
| 5Y | +330.4% | +262.5% | +67.9% | +226.8% |
| All | +1,817.6% | +558.4% | +1,259.2% | +1,310.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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