+38.2%
WCN vs SOXQ
+290.2%
-252.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -1.7% | +5.2% | -7.0% | -2.0% |
| 30D | -3.0% | -0.5% | -2.5% | -3.0% |
| 3M | +2.5% | -5.6% | +8.2% | +2.5% |
| 6M | -5.7% | +53.0% | -58.7% | -11.1% |
| YTD | -7.4% | +68.8% | -76.2% | -13.9% |
| 1Y | -8.6% | +105.7% | -114.4% | -17.5% |
| 3Y | +19.4% | +240.5% | -221.1% | -3.9% |
| 5Y | +27.2% | +266.8% | -239.6% | -1.7% |
| All | +38.2% | +290.2% | -252.0% | +6.5% |
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