+113.9%
SOXX vs WDC
+441.9%
-328.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.9% | -2.3% | +1.2% |
| 7D | +2.2% | +1.7% | +0.5% | +1.5% |
| 30D | -2.0% | -10.0% | +7.9% | +1.2% |
| 3M | -13.7% | -18.8% | +5.0% | -8.3% |
| 6M | +52.4% | +79.0% | -26.7% | +24.8% |
| YTD | +72.8% | +171.6% | -98.7% | +24.0% |
| 1Y | +113.9% | +417.4% | -303.5% | +34.5% |
| All | +113.9% | +441.9% | -328.0% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 WDC 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