+339.4%
SMH vs WST
-25.8%
+365.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.3% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | -1.5% | -4.6% | +3.1% | -0.4% |
| 3M | -4.1% | +5.7% | -9.8% | -5.6% |
| 6M | +50.8% | +37.6% | +13.2% | +38.6% |
| YTD | +59.3% | +23.0% | +36.3% | +50.2% |
| 1Y | +94.1% | +33.8% | +60.3% | +78.3% |
| 3Y | +286.7% | -13.4% | +300.1% | +278.6% |
| 5Y | +339.4% | -27.0% | +366.4% | +339.7% |
| All | +339.4% | -25.8% | +365.2% | +339.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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