+3,395.4%
SOXX vs WPM
+5,810.9%
-2,415.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +0.9% | -2.1% |
| 7D | +3.0% | -3.6% | +6.6% | +3.7% |
| 30D | -3.1% | +12.5% | -15.6% | -5.3% |
| 3M | -4.4% | +40.6% | -45.0% | -10.0% |
| 6M | +52.9% | +0.5% | +52.3% | +51.9% |
| YTD | +72.0% | +29.0% | +43.0% | +63.7% |
| 1Y | +105.1% | +43.8% | +61.3% | +91.2% |
| 3Y | +220.6% | +266.3% | -45.7% | +154.4% |
| 5Y | +244.8% | +255.1% | -10.3% | +171.8% |
| 10Y | +1,537.1% | +526.8% | +1,010.3% | +1,037.2% |
| All | +3,395.4% | +5,810.9% | -2,415.6% | +1,562.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 all: compounded portfolio wealth divided by compounded WPM 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…
all analysis · Full analysis span regression · 6 months rolling