+247.9%
SOXX vs WING
-33.2%
+281.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.0% | -4.1% | +0.5% |
| 7D | +1.4% | +7.2% | -5.8% | -0.2% |
| 30D | -3.6% | +4.8% | -8.4% | -5.2% |
| 3M | -10.2% | -23.7% | +13.5% | -5.5% |
| 6M | +54.2% | -43.6% | +97.8% | +73.6% |
| YTD | +75.2% | -50.6% | +125.8% | +100.6% |
| 1Y | +107.5% | -57.0% | +164.5% | +144.8% |
| 3Y | +226.8% | -28.3% | +255.0% | +203.2% |
| All | +247.9% | -33.2% | +281.1% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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