+2,550.6%
SOXX vs WSM
+3,813.7%
-1,263.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.7% |
| 6M | +54.2% | +22.7% | +31.6% | +42.9% |
| YTD | +75.2% | +28.0% | +47.2% | +59.6% |
| 1Y | +107.5% | +12.7% | +94.8% | +96.9% |
| 3Y | +226.8% | +231.3% | -4.5% | +103.5% |
| 5Y | +251.2% | +177.2% | +74.0% | +124.4% |
| 10Y | +1,567.6% | +1,065.8% | +501.9% | +469.1% |
| All | +2,550.6% | +3,813.7% | -1,263.2% | +258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling