+247.9%
SOXX vs WMT
+133.5%
+114.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.6% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -3.6% | -7.4% | +3.8% | -2.3% |
| 3M | -10.2% | -10.9% | +0.7% | -8.3% |
| 6M | +54.2% | -12.7% | +66.9% | +57.5% |
| YTD | +75.2% | -3.2% | +78.4% | +73.1% |
| 1Y | +107.5% | +5.3% | +102.2% | +98.8% |
| 3Y | +226.8% | +101.9% | +124.9% | +148.1% |
| All | +247.9% | +133.5% | +114.3% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling