+2,502.1%
SOXX vs WAB
+4,165.6%
-1,663.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | +3.0% | -0.2% | +3.2% | +3.1% |
| 30D | -3.1% | -5.9% | +2.7% | -0.3% |
| 3M | -4.4% | +9.4% | -13.8% | -8.5% |
| 6M | +52.9% | +13.8% | +39.0% | +43.8% |
| YTD | +72.0% | +31.8% | +40.2% | +50.8% |
| 1Y | +105.1% | +48.5% | +56.6% | +69.9% |
| 3Y | +220.6% | +167.0% | +53.7% | +103.0% |
| 5Y | +244.8% | +222.3% | +22.5% | +101.6% |
| 10Y | +1,537.1% | +289.6% | +1,247.5% | +692.5% |
| All | +2,502.1% | +4,165.6% | -1,663.5% | +235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling