+46.1%
SOXX vs WETO
-99.4%
+145.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -23.5% | +23.4% | 0.0% |
| 7D | -5.4% | -23.1% | +17.7% | -5.4% |
| 30D | -21.4% | -43.4% | +22.0% | -21.2% |
| 3M | -16.9% | -87.9% | +71.0% | -17.2% |
| 6M | -15.4% | -98.7% | +83.4% | -12.3% |
| YTD | +46.3% | -99.3% | +145.6% | +52.6% |
| 1Y | +46.1% | -99.4% | +145.5% | +52.7% |
| All | +46.1% | -99.4% | +145.5% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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