+1,537.1%
SOXX vs WSM
+1,071.8%
+465.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | -3.6% | -7.7% | +4.1% | -0.9% |
| 3M | -10.2% | +3.8% | -13.9% | -11.6% |
| 6M | +54.2% | +22.7% | +31.6% | +43.1% |
| YTD | +75.2% | +28.0% | +47.2% | +60.0% |
| 1Y | +107.5% | +12.7% | +94.8% | +97.1% |
| 3Y | +226.8% | +231.3% | -4.5% | +108.6% |
| 5Y | +251.2% | +177.2% | +74.0% | +128.5% |
| All | +1,537.1% | +1,071.8% | +465.3% | +576.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling