+52.5%
SOXX vs WDC
+114.4%
-61.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.8% | +3.6% | -0.3% |
| 7D | -13.7% | -18.3% | +4.6% | -6.0% |
| 30D | -23.6% | -26.7% | +3.1% | -13.3% |
| 3M | -16.9% | -40.9% | +24.1% | +1.6% |
| 6M | -2.4% | -26.8% | +24.3% | +8.9% |
| YTD | +49.8% | +88.2% | -38.4% | +18.4% |
| 1Y | +52.5% | +113.2% | -60.7% | +14.5% |
| All | +52.5% | +114.4% | -61.9% | +14.5% |
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