+247.9%
SOXX vs BWA
+87.2%
+160.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.0% |
| 7D | +1.4% | -1.3% | +2.7% | +2.1% |
| 30D | -3.6% | -2.9% | -0.6% | -2.1% |
| 3M | -10.2% | -10.7% | +0.6% | -4.4% |
| 6M | +54.2% | +26.5% | +27.8% | +37.1% |
| YTD | +75.2% | +49.1% | +26.1% | +39.1% |
| 1Y | +107.5% | +52.1% | +55.5% | +62.1% |
| 3Y | +226.8% | +72.6% | +154.2% | +127.3% |
| All | +247.9% | +87.2% | +160.7% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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