+107.5%
SOXX vs WBD
+122.7%
-15.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.0% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | -3.6% | +1.4% | -5.0% | -3.9% |
| 3M | -10.2% | +4.4% | -14.5% | -10.9% |
| 6M | +54.2% | +0.8% | +53.4% | +53.7% |
| YTD | +75.2% | -2.7% | +77.9% | +75.1% |
| 1Y | +107.5% | +73.4% | +34.1% | +99.6% |
| All | +107.5% | +122.7% | -15.2% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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