+1,537.1%
SOXX vs WTW
+198.0%
+1,339.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +1.4% | -5.7% | +7.1% | +3.6% |
| 30D | -3.6% | -7.3% | +3.7% | -1.1% |
| 3M | -10.2% | +21.5% | -31.6% | -18.1% |
| 6M | +54.2% | +9.6% | +44.6% | +45.0% |
| YTD | +75.2% | -3.3% | +78.5% | +72.7% |
| 1Y | +107.5% | -6.1% | +113.6% | +106.6% |
| 3Y | +226.8% | +61.8% | +164.9% | +130.0% |
| 5Y | +251.2% | +42.7% | +208.6% | +164.3% |
| All | +1,537.1% | +198.0% | +1,339.1% | +754.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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