+1,063.2%
SMH vs WST
+9,490.8%
-8,427.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.3% | +1.7% | +3.7% |
| 7D | -4.1% | +1.3% | -5.4% | -4.4% |
| 30D | -19.2% | +12.9% | -32.1% | -22.9% |
| 3M | -16.4% | +16.7% | -33.0% | -21.4% |
| 6M | -14.0% | +26.8% | -40.8% | -22.2% |
| YTD | +35.3% | +50.5% | -15.1% | +13.2% |
| 1Y | +40.4% | +52.9% | -12.4% | +16.4% |
| 3Y | +226.8% | +23.9% | +202.9% | +160.7% |
| 5Y | +232.3% | +1.0% | +231.3% | +182.4% |
| 10Y | +1,469.9% | +451.4% | +1,018.6% | +477.5% |
| All | +1,063.2% | +9,490.8% | -8,427.6% | -20.2% |
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