+226.8%
SOXX vs W
+35.9%
+190.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.7% |
| 3M | -10.2% | +26.9% | -37.0% | -16.9% |
| 6M | +54.2% | +31.2% | +23.0% | +40.0% |
| YTD | +75.2% | -1.8% | +77.0% | +69.6% |
| 1Y | +107.5% | +9.3% | +98.2% | +92.2% |
| 3Y | +226.8% | +33.2% | +193.6% | +140.4% |
| All | +226.8% | +35.9% | +190.9% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling