+3,261.9%
SMH vs WU
-21.8%
+3,283.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.3% | -3.5% |
| 7D | +4.9% | -2.0% | +6.9% | +5.6% |
| 30D | -13.8% | +11.4% | -25.2% | -18.2% |
| 3M | -17.4% | -6.8% | -10.6% | -16.2% |
| 6M | -15.0% | -14.6% | -0.3% | -12.5% |
| YTD | +35.2% | -20.6% | +55.8% | +42.1% |
| 1Y | +41.6% | -15.4% | +57.0% | +44.6% |
| 3Y | +215.6% | -23.6% | +239.2% | +225.9% |
| 5Y | +233.2% | -43.4% | +276.6% | +282.3% |
| 10Y | +1,458.7% | -38.8% | +1,497.5% | +1,569.5% |
| All | +3,261.9% | -21.8% | +3,283.8% | +2,774.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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