-8.4%
WBD vs SOXQ
+279.9%
-288.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.7% | +2.2% |
| 7D | -0.6% | +2.3% | -2.9% | -1.7% |
| 30D | +4.2% | -3.9% | +8.1% | +5.6% |
| 3M | +7.5% | -4.7% | +12.2% | +6.8% |
| 6M | +1.6% | +47.9% | -46.3% | -20.8% |
| YTD | -2.2% | +64.3% | -66.5% | -28.4% |
| 1Y | +124.9% | +95.7% | +29.2% | +47.9% |
| 3Y | +149.1% | +231.5% | -82.4% | +12.3% |
| 5Y | +7.8% | +255.0% | -247.1% | -57.5% |
| All | -8.4% | +279.9% | -288.3% | -64.4% |
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