+1,817.6%
SMH vs WWD
+498.2%
+1,319.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.9% |
| 7D | +0.3% | -2.6% | +2.9% | +1.4% |
| 30D | -2.8% | -6.9% | +4.1% | +0.2% |
| 3M | -6.7% | -13.0% | +6.3% | -1.5% |
| 6M | +41.8% | -12.5% | +54.2% | +48.7% |
| YTD | +57.9% | +11.8% | +46.0% | +48.0% |
| 1Y | +87.6% | +41.1% | +46.6% | +57.8% |
| 3Y | +282.9% | +163.1% | +119.9% | +144.4% |
| 5Y | +330.4% | +187.6% | +142.8% | +159.7% |
| All | +1,817.6% | +498.2% | +1,319.4% | +772.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling