+122.7%
WFC vs SOXQ
+290.2%
-167.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | +0.4% | +5.2% | -4.8% | -1.0% |
| 30D | +2.5% | -0.5% | +3.0% | +2.4% |
| 3M | +10.0% | -5.6% | +15.6% | +9.9% |
| 6M | +15.1% | +53.0% | -38.0% | -3.3% |
| YTD | -2.2% | +68.8% | -71.0% | -20.8% |
| 1Y | +13.5% | +105.7% | -92.3% | -14.7% |
| 3Y | +135.2% | +240.5% | -105.3% | +40.0% |
| 5Y | +128.3% | +266.8% | -138.4% | +27.8% |
| All | +122.7% | +290.2% | -167.5% | +24.3% |
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