-99.3%
SOXS vs WCN
-4.1%
-95.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | +1.9% |
| 7D | -16.6% | -1.7% | -14.8% | -11.6% |
| 30D | -4.4% | -3.0% | -1.4% | +6.1% |
| 3M | -26.2% | +2.5% | -28.8% | -21.4% |
| 6M | -99.3% | -5.7% | -93.6% | -98.8% |
| All | -99.3% | -4.1% | -95.2% | -98.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling