+113.9%
SOXX vs WM
-0.9%
+114.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +2.3% |
| 7D | +2.2% | -0.3% | +2.5% | +2.0% |
| 30D | -2.0% | -2.4% | +0.3% | -4.1% |
| 3M | -13.7% | +0.4% | -14.1% | -12.4% |
| 6M | +52.4% | -9.5% | +61.9% | +48.8% |
| YTD | +72.8% | +0.5% | +72.3% | +77.4% |
| 1Y | +113.9% | -1.1% | +115.0% | +122.8% |
| All | +113.9% | -0.9% | +114.8% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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