+2,502.1%
SOXX vs WWD
+2,906.0%
-403.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -2.2% |
| 7D | +3.0% | -2.9% | +5.9% | +4.2% |
| 30D | -3.1% | -6.6% | +3.5% | -0.5% |
| 3M | -4.4% | -9.3% | +4.9% | -1.0% |
| 6M | +52.9% | -13.6% | +66.5% | +61.2% |
| YTD | +72.0% | +10.4% | +61.6% | +63.6% |
| 1Y | +105.1% | +39.9% | +65.2% | +76.3% |
| 3Y | +220.6% | +165.0% | +55.6% | +112.6% |
| 5Y | +244.8% | +183.8% | +61.0% | +120.3% |
| 10Y | +1,537.1% | +486.6% | +1,050.5% | +629.3% |
| All | +2,502.1% | +2,906.0% | -403.9% | +374.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling