+3,817.2%
SMH vs WPM
+6,037.2%
-2,220.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +4.3% | +3.9% | +0.4% | +3.7% |
| 30D | +0.9% | +17.7% | -16.8% | -1.8% |
| 3M | -2.8% | +39.4% | -42.3% | -7.9% |
| 6M | +45.6% | +6.4% | +39.2% | +43.5% |
| YTD | +59.5% | +34.0% | +25.5% | +51.4% |
| 1Y | +93.4% | +50.5% | +42.9% | +80.1% |
| 3Y | +287.1% | +280.3% | +6.8% | +212.1% |
| 5Y | +338.0% | +266.3% | +71.7% | +251.3% |
| 10Y | +1,876.8% | +550.8% | +1,326.0% | +1,319.1% |
| All | +3,817.2% | +6,037.2% | -2,220.0% | +1,996.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling