+247.9%
SOXX vs WFC
+128.9%
+119.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.4% |
| 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% | -14.8% |
| 6M | +54.2% | +18.8% | +35.4% | +40.1% |
| YTD | +75.2% | -1.5% | +76.7% | +74.5% |
| 1Y | +107.5% | +13.5% | +94.0% | +91.2% |
| 3Y | +226.8% | +135.0% | +91.8% | +99.2% |
| All | +247.9% | +128.9% | +119.0% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling