+241.5%
SOXX vs WMB
+267.4%
-25.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -1.5% |
| 7D | +3.0% | -1.7% | +4.7% | +3.7% |
| 30D | -3.1% | +0.7% | -3.8% | -3.6% |
| 3M | -4.4% | +1.5% | -5.9% | -5.4% |
| 6M | +52.9% | +0.1% | +52.8% | +51.4% |
| YTD | +72.0% | +22.9% | +49.1% | +55.3% |
| 1Y | +105.1% | +27.9% | +77.2% | +80.9% |
| 3Y | +220.6% | +139.1% | +81.5% | +114.6% |
| All | +241.5% | +267.4% | -25.9% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling