+1,537.1%
SOXX vs WAB
+296.8%
+1,240.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -3.6% | -4.1% | +0.5% | -1.4% |
| 3M | -10.2% | +8.2% | -18.3% | -14.0% |
| 6M | +54.2% | +15.4% | +38.8% | +43.0% |
| YTD | +75.2% | +33.1% | +42.1% | +50.7% |
| 1Y | +107.5% | +48.1% | +59.4% | +69.0% |
| 3Y | +226.8% | +167.7% | +59.0% | +101.1% |
| 5Y | +251.2% | +225.7% | +25.5% | +99.1% |
| All | +1,537.1% | +296.8% | +1,240.3% | +665.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling