+2,502.1%
SOXX vs WCN
+2,656.9%
-154.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.2% |
| 7D | +3.0% | -4.4% | +7.5% | +5.5% |
| 30D | -3.1% | -4.4% | +1.3% | -1.0% |
| 3M | -4.4% | +0.5% | -4.9% | -6.2% |
| 6M | +52.9% | -3.3% | +56.2% | +51.5% |
| YTD | +72.0% | -8.5% | +80.5% | +74.9% |
| 1Y | +105.1% | -8.9% | +114.0% | +107.7% |
| 3Y | +220.6% | +18.0% | +202.6% | +175.2% |
| 5Y | +244.8% | +25.0% | +219.8% | +184.4% |
| 10Y | +1,537.1% | +234.7% | +1,302.4% | +678.5% |
| All | +2,502.1% | +2,656.9% | -154.8% | +290.4% |
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 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