-100.0%
SOXS vs WCC
+1,025.1%
-1,125.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.5% | -7.4% | -1.7% |
| 7D | -15.6% | +8.5% | -24.1% | -5.6% |
| 30D | +4.8% | -1.0% | +5.7% | +6.4% |
| 3M | -21.6% | +2.1% | -23.7% | -2.3% |
| 6M | -99.3% | +36.8% | -136.2% | -97.9% |
| YTD | -99.5% | +47.7% | -147.2% | -98.2% |
| 1Y | -99.8% | +66.5% | -166.3% | -99.0% |
| 3Y | -100.0% | +134.2% | -234.1% | -99.8% |
| 5Y | -100.0% | +231.6% | -331.6% | -99.9% |
| 10Y | -100.0% | +508.1% | -608.1% | -100.0% |
| All | -100.0% | +1,025.1% | -1,125.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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