+68.3%
WM vs SOXQ
+288.7%
-220.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | -0.9% | +5.3% | -6.2% | -1.0% |
| 30D | -4.3% | -3.7% | -0.6% | -4.3% |
| 3M | +0.8% | -7.8% | +8.6% | +0.8% |
| 6M | -10.8% | +58.4% | -69.1% | -13.7% |
| YTD | -0.1% | +68.1% | -68.2% | -3.8% |
| 1Y | +1.0% | +105.4% | -104.4% | -4.6% |
| 3Y | +45.1% | +239.2% | -194.1% | +27.5% |
| 5Y | +52.1% | +266.9% | -214.8% | +28.4% |
| All | +68.3% | +288.7% | -220.4% | +41.5% |
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