+30.8%
SOXX vs WU
-12.6%
+43.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | +6.5% | -77.2% | -70.0% |
| 7D | -23.0% | +13.0% | -36.0% | -22.2% |
| 30D | -32.9% | +14.3% | -47.2% | -32.1% |
| 3M | -25.3% | +0.1% | -25.4% | -24.7% |
| 6M | -17.8% | -17.7% | 0.0% | -18.3% |
| YTD | +32.1% | -17.3% | +49.4% | +31.2% |
| 1Y | +30.8% | -11.1% | +41.8% | +28.3% |
| All | +30.8% | -12.6% | +43.4% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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