+247.9%
SOXX vs GWW
+222.0%
+25.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | +1.4% | -3.4% | +4.7% | +3.2% |
| 30D | -3.6% | -1.9% | -1.7% | -2.7% |
| 3M | -10.2% | -2.4% | -7.8% | -9.5% |
| 6M | +54.2% | +15.7% | +38.5% | +41.2% |
| YTD | +75.2% | +27.6% | +47.6% | +51.1% |
| 1Y | +107.5% | +27.2% | +80.3% | +78.9% |
| 3Y | +226.8% | +89.7% | +137.1% | +121.1% |
| All | +247.9% | +222.0% | +25.9% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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