+2,502.1%
SOXX vs WFC
+684.6%
+1,817.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | -3.1% | +2.3% | -5.4% | -4.1% |
| 3M | -4.4% | +9.8% | -14.2% | -8.1% |
| 6M | +52.9% | +15.6% | +37.3% | +43.7% |
| YTD | +72.0% | -2.4% | +74.4% | +71.9% |
| 1Y | +105.1% | +13.8% | +91.3% | +92.9% |
| 3Y | +220.6% | +134.6% | +86.0% | +127.0% |
| 5Y | +244.8% | +127.9% | +116.9% | +144.8% |
| 10Y | +1,537.1% | +141.8% | +1,395.4% | +969.0% |
| All | +2,502.1% | +684.6% | +1,817.5% | +531.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling