+52.5%
SOXX vs W
+21.5%
+31.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +11.0% | -14.1% | -5.5% |
| 7D | -13.7% | +8.4% | -22.1% | -15.3% |
| 30D | -23.6% | +16.5% | -40.1% | -26.2% |
| 3M | -16.9% | +6.4% | -23.3% | -18.3% |
| 6M | -2.4% | +90.5% | -92.9% | -18.3% |
| YTD | +49.8% | +23.1% | +26.8% | +36.4% |
| 1Y | +52.5% | +24.3% | +28.3% | +38.5% |
| All | +52.5% | +21.5% | +31.0% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling