+1,537.1%
SOXX vs WFC
+145.8%
+1,391.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.5% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | -3.6% | +1.5% | -5.1% | -4.4% |
| 3M | -10.2% | +10.2% | -20.4% | -14.4% |
| 6M | +54.2% | +18.8% | +35.4% | +41.6% |
| YTD | +75.2% | -1.5% | +76.7% | +74.3% |
| 1Y | +107.5% | +13.5% | +94.0% | +93.1% |
| 3Y | +226.8% | +135.0% | +91.8% | +115.7% |
| 5Y | +251.2% | +130.1% | +121.2% | +131.6% |
| All | +1,537.1% | +145.8% | +1,391.3% | +962.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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