+2,047.1%
SOXX vs W
+178.1%
+1,869.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +6.1% | +5.9% | +0.2% | +4.9% |
| 30D | +0.5% | -3.0% | +3.5% | +1.0% |
| 3M | -5.3% | +40.3% | -45.7% | -12.6% |
| 6M | +58.3% | +32.2% | +26.1% | +47.0% |
| YTD | +76.8% | -0.3% | +77.1% | +72.3% |
| 1Y | +114.6% | +16.2% | +98.4% | +100.6% |
| 3Y | +229.6% | +40.7% | +188.9% | +175.5% |
| 5Y | +257.3% | -62.3% | +319.7% | +228.9% |
| 10Y | +1,583.2% | +162.2% | +1,421.0% | +936.5% |
| All | +2,047.1% | +178.1% | +1,869.0% | +1,212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling