+1,109.9%
SMH vs WST
+9,491.5%
-8,381.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +0.5% | +1.1% | -0.5% | +0.3% |
| 30D | -14.2% | +12.4% | -26.6% | -18.0% |
| 3M | -11.5% | +17.6% | -29.1% | -17.1% |
| 6M | -12.0% | +28.3% | -40.3% | -20.8% |
| YTD | +40.8% | +50.5% | -9.7% | +17.7% |
| 1Y | +44.9% | +49.4% | -4.5% | +21.2% |
| 3Y | +226.7% | +21.9% | +204.8% | +162.7% |
| 5Y | +250.6% | +0.4% | +250.2% | +198.8% |
| 10Y | +1,523.4% | +451.5% | +1,071.9% | +497.1% |
| All | +1,109.9% | +9,491.5% | -8,381.6% | -17.0% |
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