-100.0%
SOXS vs WCN
+24.9%
-124.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.4% |
| 7D | -4.7% | -3.1% | -1.6% | -6.7% |
| 30D | +7.7% | -3.4% | +11.1% | +5.1% |
| 3M | -10.2% | +3.0% | -13.1% | -10.5% |
| 6M | -99.2% | -3.8% | -95.5% | -99.5% |
| YTD | -99.5% | -8.3% | -91.2% | -99.7% |
| 1Y | -99.8% | -9.7% | -90.0% | -99.9% |
| 3Y | -100.0% | +17.2% | -117.1% | -100.0% |
| All | -100.0% | +24.9% | -124.9% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling