+52.5%
SOXX vs WSM
+44.0%
+8.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.5% | -9.6% | -5.3% |
| 7D | -13.7% | +8.0% | -21.7% | -16.1% |
| 30D | -23.6% | +13.5% | -37.1% | -27.4% |
| 3M | -16.9% | +8.8% | -25.7% | -19.8% |
| 6M | -2.4% | +54.7% | -57.1% | -19.9% |
| YTD | +49.8% | +53.3% | -3.5% | +22.8% |
| 1Y | +52.5% | +41.1% | +11.4% | +27.6% |
| All | +52.5% | +44.0% | +8.5% | +27.6% |
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