+113.9%
SOXX vs WSM
+19.9%
+94.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +2.7% |
| 7D | +2.2% | -3.3% | +5.5% | +3.6% |
| 30D | -2.0% | -8.4% | +6.3% | +1.4% |
| 3M | -13.7% | +9.7% | -23.4% | -17.7% |
| 6M | +52.4% | +16.7% | +35.7% | +40.1% |
| YTD | +72.8% | +28.7% | +44.1% | +52.5% |
| 1Y | +113.9% | +13.7% | +100.2% | +94.2% |
| All | +113.9% | +19.9% | +94.0% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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