+1,253.2%
SMH vs WST
+7,793.2%
-6,540.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | +2.5% | +0.7% | +1.8% | +2.2% |
| 30D | -0.5% | -3.1% | +2.7% | +0.8% |
| 3M | -9.6% | +7.2% | -16.9% | -12.4% |
| 6M | +42.1% | +36.8% | +5.3% | +23.9% |
| YTD | +57.4% | +23.8% | +33.6% | +42.4% |
| 1Y | +96.2% | +37.8% | +58.5% | +68.4% |
| 3Y | +267.9% | -15.9% | +283.8% | +246.8% |
| 5Y | +327.7% | -25.8% | +353.5% | +313.4% |
| 10Y | +1,764.6% | +319.6% | +1,445.0% | +666.6% |
| All | +1,253.2% | +7,793.2% | -6,540.0% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling