+2,502.1%
SOXX vs WCC
+4,338.1%
-1,836.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -1.5% |
| 7D | +3.0% | +1.7% | +1.4% | +2.4% |
| 30D | -3.1% | -6.1% | +2.9% | -0.9% |
| 3M | -4.4% | +3.1% | -7.5% | -5.1% |
| 6M | +52.9% | +28.2% | +24.7% | +39.9% |
| YTD | +72.0% | +41.1% | +30.9% | +51.7% |
| 1Y | +105.1% | +61.3% | +43.8% | +71.7% |
| 3Y | +220.6% | +123.6% | +97.0% | +129.9% |
| 5Y | +244.8% | +214.8% | +30.0% | +112.3% |
| 10Y | +1,537.1% | +513.6% | +1,023.5% | +603.8% |
| All | +2,502.1% | +4,338.1% | -1,836.0% | +362.2% |
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