+215.6%
SMH vs WWD
+148.2%
+67.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | +4.9% | +4.0% | +1.0% | +2.9% |
| 30D | -13.8% | +0.4% | -14.2% | -13.8% |
| 3M | -17.4% | -7.9% | -9.5% | -14.0% |
| 6M | -15.0% | -10.6% | -4.3% | -10.9% |
| YTD | +35.2% | +9.4% | +25.8% | +26.4% |
| 1Y | +41.6% | +25.7% | +15.9% | +21.7% |
| 3Y | +215.6% | +148.5% | +67.1% | +105.4% |
| All | +215.6% | +148.2% | +67.5% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling