-91.6%
SOXS vs WCN
+16.1%
-107.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.8% | +6.0% | +3.4% |
| 7D | +46.7% | +6.7% | +40.0% | +31.1% |
| 30D | +97.0% | +24.3% | +72.7% | +36.9% |
| 3M | +39.5% | +16.1% | +23.4% | +9.8% |
| 6M | -54.9% | +19.9% | -74.9% | -64.0% |
| YTD | -90.4% | +10.1% | -100.5% | -92.2% |
| 1Y | -91.6% | +14.4% | -106.1% | -93.5% |
| All | -91.6% | +16.1% | -107.7% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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