+2,997.9%
SOXX vs WU
-22.8%
+3,020.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | +3.0% | -5.0% | +8.0% | +5.2% |
| 30D | -3.1% | -2.3% | -0.9% | -2.4% |
| 3M | -4.4% | -3.2% | -1.2% | -5.4% |
| 6M | +52.9% | -25.0% | +77.9% | +68.1% |
| YTD | +72.0% | -21.7% | +93.7% | +84.5% |
| 1Y | +105.1% | -9.0% | +114.1% | +103.8% |
| 3Y | +220.6% | -28.9% | +249.5% | +246.7% |
| 5Y | +244.8% | -51.0% | +295.8% | +330.5% |
| 10Y | +1,537.1% | -40.1% | +1,577.2% | +1,705.8% |
| All | +2,997.9% | -22.8% | +3,020.7% | +2,636.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling