+113.9%
SOXX vs WMB
+31.9%
+82.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | -2.0% | +3.3% | -5.3% | -2.5% |
| 3M | -13.7% | +3.1% | -16.8% | -14.2% |
| 6M | +52.4% | -0.7% | +53.1% | +51.2% |
| YTD | +72.8% | +25.2% | +47.7% | +65.5% |
| 1Y | +113.9% | +32.9% | +81.0% | +101.5% |
| All | +113.9% | +31.9% | +82.0% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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