+247.9%
SOXX vs WY
-22.2%
+270.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.7% |
| 7D | +1.4% | -4.2% | +5.6% | +3.6% |
| 30D | -3.6% | -10.1% | +6.5% | +1.6% |
| 3M | -10.2% | -8.5% | -1.7% | -7.1% |
| 6M | +54.2% | -3.3% | +57.6% | +54.2% |
| YTD | +75.2% | -4.4% | +79.6% | +74.7% |
| 1Y | +107.5% | -11.5% | +119.0% | +115.8% |
| 3Y | +226.8% | -24.3% | +251.1% | +262.0% |
| All | +247.9% | -22.2% | +270.1% | +303.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling