+113.9%
SOXX vs WWD
+41.9%
+72.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.1% |
| 7D | +2.2% | +1.3% | +0.9% | +1.7% |
| 30D | -2.0% | -7.2% | +5.1% | +0.8% |
| 3M | -13.7% | -3.8% | -9.9% | -12.7% |
| 6M | +52.4% | -9.9% | +62.3% | +56.6% |
| YTD | +72.8% | +14.8% | +58.0% | +67.7% |
| 1Y | +113.9% | +42.1% | +71.8% | +94.1% |
| All | +113.9% | +41.9% | +72.0% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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