-19.0%
WDAY vs SOXQ
+288.7%
-307.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -5.2% |
| 7D | -6.1% | +5.3% | -11.4% | -7.6% |
| 30D | +3.7% | -3.7% | +7.4% | +4.5% |
| 3M | +29.6% | -7.8% | +37.4% | +28.5% |
| 6M | +23.3% | +58.4% | -35.0% | -5.8% |
| YTD | -13.3% | +68.1% | -81.4% | -36.5% |
| 1Y | -19.6% | +105.4% | -125.0% | -47.6% |
| 3Y | -25.7% | +239.2% | -264.9% | -67.2% |
| 5Y | -31.6% | +266.9% | -298.5% | -72.6% |
| All | -19.0% | +288.7% | -307.8% | -68.0% |
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