+346.6%
SOXX vs WMT
+28.0%
+318.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.6% | -4.9% |
| 7D | +158.9% | +8.8% | +150.1% | +159.2% |
| 30D | +129.2% | +22.9% | +106.3% | +138.0% |
| 3M | +149.7% | +16.1% | +133.6% | +156.6% |
| 6M | +193.4% | -0.5% | +193.9% | +198.3% |
| YTD | +351.0% | +16.7% | +334.4% | +372.6% |
| All | +346.6% | +28.0% | +318.6% | +386.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 WMT 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