+2,586.7%
SMH vs WTW
+1,102.0%
+1,484.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +0.3% | -5.7% | +6.0% | +2.4% |
| 30D | -2.8% | -7.3% | +4.5% | -0.3% |
| 3M | -6.7% | +21.5% | -28.2% | -14.2% |
| 6M | +41.8% | +9.6% | +32.1% | +34.0% |
| YTD | +57.9% | -3.3% | +61.2% | +55.1% |
| 1Y | +87.6% | -6.1% | +93.8% | +85.9% |
| 3Y | +282.9% | +61.8% | +221.1% | +195.6% |
| 5Y | +330.4% | +42.7% | +287.7% | +250.2% |
| 10Y | +1,857.0% | +197.2% | +1,659.8% | +1,084.4% |
| All | +2,586.7% | +1,102.0% | +1,484.6% | +1,163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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