+1,537.1%
SOXX vs W
+158.6%
+1,378.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.6% |
| 7D | +1.4% | -0.9% | +2.3% | +1.6% |
| 30D | -3.6% | -4.2% | +0.7% | -2.8% |
| 3M | -10.2% | +26.9% | -37.0% | -15.9% |
| 6M | +54.2% | +31.2% | +23.0% | +42.3% |
| YTD | +75.2% | -1.8% | +77.0% | +70.8% |
| 1Y | +107.5% | +9.3% | +98.2% | +95.1% |
| 3Y | +226.8% | +33.2% | +193.6% | +170.8% |
| 5Y | +251.2% | -62.4% | +313.6% | +223.5% |
| All | +1,537.1% | +158.6% | +1,378.5% | +829.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling