+338.0%
SMH vs WWD
+191.3%
+146.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +4.3% | +0.6% | +3.7% | +4.0% |
| 30D | +0.9% | -5.1% | +6.0% | +3.4% |
| 3M | -2.8% | -11.2% | +8.4% | +2.5% |
| 6M | +45.6% | -12.0% | +57.7% | +53.4% |
| YTD | +59.5% | +12.0% | +47.5% | +46.5% |
| 1Y | +93.4% | +42.8% | +50.6% | +53.4% |
| 3Y | +287.1% | +168.9% | +118.2% | +111.3% |
| 5Y | +338.0% | +192.2% | +145.8% | +116.9% |
| All | +338.0% | +191.3% | +146.7% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling