+52.9%
SOXX vs WDC
+71.8%
-18.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -0.6% |
| 7D | +3.0% | +4.4% | -1.4% | +0.9% |
| 30D | -3.1% | +5.3% | -8.4% | -6.1% |
| 3M | -4.4% | -5.9% | +1.5% | -5.9% |
| 6M | +52.9% | +73.2% | -20.4% | +16.0% |
| All | +52.9% | +71.8% | -18.9% | +16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling