+19.7%
WAT vs SOXQ
+288.7%
-269.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | -0.7% | +5.3% | -6.0% | -2.4% |
| 30D | -1.0% | -3.7% | +2.7% | +0.1% |
| 3M | +10.9% | -7.8% | +18.7% | +12.1% |
| 6M | +33.2% | +58.4% | -25.2% | +9.8% |
| YTD | +6.1% | +68.1% | -62.1% | -14.9% |
| 1Y | +30.2% | +105.4% | -75.1% | -3.9% |
| 3Y | +52.9% | +239.2% | -186.3% | -11.9% |
| 5Y | -5.1% | +266.9% | -272.0% | -49.0% |
| All | +19.7% | +288.7% | -269.0% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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