+1,537.1%
SOXX vs WM
+303.9%
+1,233.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +1.4% | -2.5% | +3.9% | +2.3% |
| 30D | -3.6% | -5.7% | +2.1% | -1.6% |
| 3M | -10.2% | -2.4% | -7.7% | -10.5% |
| 6M | +54.2% | -9.0% | +63.2% | +57.3% |
| YTD | +75.2% | -2.0% | +77.2% | +71.8% |
| 1Y | +107.5% | -1.6% | +109.1% | +101.8% |
| 3Y | +226.8% | +41.3% | +185.5% | +151.6% |
| 5Y | +251.2% | +48.9% | +202.3% | +157.2% |
| All | +1,537.1% | +303.9% | +1,233.2% | +560.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling