+241.5%
SOXX vs WST
-24.4%
+265.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.3% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | -3.1% | -2.0% | -1.1% | -2.7% |
| 3M | -4.4% | +4.1% | -8.5% | -5.6% |
| 6M | +52.9% | +47.4% | +5.5% | +37.6% |
| YTD | +72.0% | +25.4% | +46.6% | +60.9% |
| 1Y | +105.1% | +35.3% | +69.8% | +87.2% |
| 3Y | +220.6% | -11.7% | +232.3% | +211.7% |
| All | +241.5% | -24.4% | +265.9% | +233.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 5y: compounded portfolio wealth divided by compounded WST 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…
5y analysis · Full analysis span regression · 6 months rolling