+1,537.1%
SOXX vs WMB
+307.8%
+1,229.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +1.4% | -1.0% | +2.4% | +1.8% |
| 30D | -3.6% | -0.4% | -3.1% | -3.6% |
| 3M | -10.2% | +3.2% | -13.4% | -11.6% |
| 6M | +54.2% | +0.1% | +54.2% | +53.0% |
| YTD | +75.2% | +23.9% | +51.3% | +59.6% |
| 1Y | +107.5% | +27.6% | +79.9% | +86.2% |
| 3Y | +226.8% | +141.9% | +84.9% | +127.5% |
| 5Y | +251.2% | +273.8% | -22.6% | +105.9% |
| All | +1,537.1% | +307.8% | +1,229.3% | +779.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling