+52.5%
SOXX vs WAB
+46.5%
+6.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -4.0% |
| 7D | -13.7% | +4.5% | -18.2% | -16.8% |
| 30D | -23.6% | +1.1% | -24.7% | -24.2% |
| 3M | -16.9% | -1.3% | -15.6% | -16.1% |
| 6M | -2.4% | +12.7% | -15.2% | -11.6% |
| YTD | +49.8% | +38.7% | +11.2% | +12.3% |
| 1Y | +52.5% | +44.9% | +7.6% | +9.4% |
| All | +52.5% | +46.5% | +6.0% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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