+1,269.2%
SMH vs WWD
+10,739.0%
-9,469.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.9% |
| 7D | +5.2% | +0.8% | +4.4% | +4.9% |
| 30D | -1.5% | -6.4% | +4.9% | +0.8% |
| 3M | -4.1% | -5.6% | +1.5% | -2.5% |
| 6M | +50.8% | -9.1% | +59.9% | +55.1% |
| YTD | +59.3% | +12.5% | +46.8% | +50.8% |
| 1Y | +94.1% | +41.3% | +52.8% | +68.0% |
| 3Y | +286.7% | +170.2% | +116.5% | +163.3% |
| 5Y | +339.4% | +192.5% | +146.9% | +187.9% |
| 10Y | +1,803.3% | +476.9% | +1,326.4% | +816.3% |
| All | +1,269.2% | +10,739.0% | -9,469.7% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling