+3,371.9%
SOXX vs WBD
+290.1%
+3,081.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.0% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -3.6% | +1.4% | -5.0% | -4.0% |
| 3M | -10.2% | +4.4% | -14.5% | -11.4% |
| 6M | +54.2% | +0.8% | +53.4% | +53.9% |
| YTD | +75.2% | -2.7% | +77.9% | +76.5% |
| 1Y | +107.5% | +73.4% | +34.1% | +74.6% |
| 3Y | +226.8% | +142.1% | +84.6% | +129.6% |
| 5Y | +251.2% | +7.2% | +244.0% | +195.4% |
| 10Y | +1,567.6% | +14.2% | +1,553.4% | +1,047.4% |
| All | +3,371.9% | +290.1% | +3,081.7% | +1,243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling