+1,537.1%
SOXX vs WDC
+1,221.6%
+315.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.8% | +3.2% |
| 7D | +1.4% | -4.3% | +5.7% | +3.4% |
| 30D | -3.6% | -1.5% | -2.1% | -3.5% |
| 3M | -10.2% | -15.5% | +5.3% | -6.1% |
| 6M | +54.2% | +66.5% | -12.2% | +16.9% |
| YTD | +75.2% | +159.9% | -84.6% | +4.5% |
| 1Y | +107.5% | +366.0% | -258.4% | -9.1% |
| 3Y | +226.8% | +1,285.8% | -1,059.1% | -18.1% |
| 5Y | +251.2% | +925.6% | -674.3% | -2.1% |
| All | +1,537.1% | +1,221.6% | +315.5% | +279.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling