+1,537.1%
SOXX vs WCN
+235.9%
+1,301.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | -3.1% | +4.5% | +2.9% |
| 30D | -3.6% | -3.4% | -0.2% | -2.1% |
| 3M | -10.2% | +3.0% | -13.1% | -12.9% |
| 6M | +54.2% | -3.8% | +58.0% | +53.5% |
| YTD | +75.2% | -8.3% | +83.5% | +78.5% |
| 1Y | +107.5% | -9.7% | +117.3% | +112.0% |
| 3Y | +226.8% | +17.2% | +209.6% | +173.4% |
| 5Y | +251.2% | +25.3% | +225.9% | +175.9% |
| All | +1,537.1% | +235.9% | +1,301.2% | +675.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling