-100.0%
SOXS vs WCN
+1,114.5%
-1,214.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -3.7% |
| 7D | -16.6% | -1.7% | -14.8% | -19.1% |
| 30D | -4.4% | -3.0% | -1.4% | -9.6% |
| 3M | -26.2% | +2.5% | -28.8% | -30.9% |
| 6M | -99.3% | -5.7% | -93.6% | -99.7% |
| YTD | -99.5% | -7.4% | -92.1% | -99.8% |
| 1Y | -99.8% | -8.6% | -91.2% | -99.9% |
| 3Y | -100.0% | +19.4% | -119.4% | -100.0% |
| 5Y | -100.0% | +27.2% | -127.2% | -100.0% |
| 10Y | -100.0% | +238.5% | -338.5% | -100.0% |
| All | -100.0% | +1,114.5% | -1,214.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling